+70.8%
SAP vs LCID
-99.2%
+170.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.4% | -14.5% | -5.0% |
| 7D | -0.7% | +8.9% | -9.6% | -1.5% |
| 30D | +11.1% | -15.4% | +26.5% | +12.2% |
| 3M | +17.0% | -52.9% | +69.9% | +23.6% |
| 6M | +34.8% | -46.8% | +81.7% | +39.3% |
| YTD | -2.2% | -68.9% | +66.7% | +4.6% |
| 1Y | -6.4% | -81.7% | +75.2% | +4.3% |
| 3Y | +75.1% | -92.4% | +167.5% | +100.8% |
| All | +70.8% | -99.2% | +170.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling