+75.1%
SAP vs LCID
-93.0%
+168.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.4% | -14.5% | -4.7% |
| 7D | -0.7% | +8.9% | -9.6% | -1.2% |
| 30D | +11.1% | -15.4% | +26.5% | +11.8% |
| 3M | +17.0% | -52.9% | +69.9% | +21.4% |
| 6M | +34.8% | -46.8% | +81.7% | +37.9% |
| YTD | -2.2% | -68.9% | +66.7% | +2.0% |
| 1Y | -6.4% | -81.7% | +75.2% | 0.0% |
| 3Y | +75.1% | -92.4% | +167.5% | +91.2% |
| All | +75.1% | -93.0% | +168.2% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling