-47.2%
SE vs LCID
-96.5%
+49.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +1.1% |
| 7D | +3.3% | +20.0% | -16.7% | -0.5% |
| 30D | -18.2% | -5.0% | -13.1% | -18.0% |
| 3M | -31.3% | -48.9% | +17.6% | -22.6% |
| 6M | -10.1% | -43.2% | +33.1% | -4.0% |
| YTD | -38.9% | -65.9% | +27.1% | -29.2% |
| 1Y | -48.0% | -79.2% | +31.2% | -33.7% |
| 3Y | +78.8% | -90.4% | +169.2% | +135.9% |
| 5Y | -77.1% | -99.2% | +22.1% | -52.0% |
| All | -47.2% | -96.5% | +49.3% | -3.4% |
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