-48.7%
SE vs LCID
-96.8%
+48.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -1.9% |
| 7D | +2.0% | +8.9% | -6.9% | +0.1% |
| 30D | -20.0% | -15.4% | -4.6% | -18.0% |
| 3M | -31.8% | -52.9% | +21.1% | -21.9% |
| 6M | -15.9% | -46.8% | +31.0% | -9.0% |
| YTD | -40.6% | -68.9% | +28.2% | -30.0% |
| 1Y | -50.7% | -81.7% | +31.0% | -35.4% |
| 3Y | +70.3% | -92.4% | +162.7% | +136.8% |
| 5Y | -78.8% | -99.2% | +20.4% | -55.0% |
| All | -48.7% | -96.8% | +48.1% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling