+86.8%
SCHW vs LCID
-92.9%
+179.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -1.9% | -9.8% | +8.0% | -1.3% |
| 30D | -1.6% | -35.5% | +33.8% | +0.9% |
| 3M | +21.3% | -18.4% | +39.6% | +21.1% |
| 6M | +16.5% | -60.5% | +77.0% | +22.1% |
| YTD | +8.4% | -60.1% | +68.5% | +13.2% |
| 1Y | +15.6% | -78.8% | +94.4% | +25.2% |
| 3Y | +86.8% | -92.8% | +179.6% | +125.1% |
| All | +86.8% | -92.9% | +179.7% | +125.1% |
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