-48.9%
SE vs LCID
-97.1%
+48.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +2.9% |
| 7D | -0.5% | -10.2% | +9.7% | +1.2% |
| 30D | -20.9% | -10.2% | -10.7% | -20.1% |
| 3M | -38.9% | -54.1% | +15.2% | -30.0% |
| 6M | -19.4% | -53.8% | +34.3% | -10.7% |
| YTD | -40.9% | -72.0% | +31.1% | -29.2% |
| 1Y | -46.2% | -80.5% | +34.3% | -30.8% |
| 3Y | +63.7% | -92.6% | +156.3% | +126.9% |
| 5Y | -77.9% | -99.3% | +21.4% | -52.0% |
| All | -48.9% | -97.1% | +48.2% | -3.3% |
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