-49.9%
SE vs LCID
-96.4%
+46.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.1% |
| 7D | -7.7% | +8.9% | -16.6% | -9.4% |
| 30D | -22.8% | +6.8% | -29.7% | -24.3% |
| 3M | -43.7% | -45.2% | +1.5% | -37.5% |
| 6M | -12.8% | -39.1% | +26.3% | -8.2% |
| YTD | -42.0% | -65.3% | +23.3% | -33.1% |
| 1Y | -48.0% | -78.4% | +30.4% | -34.2% |
| 3Y | +62.7% | -90.3% | +153.0% | +114.4% |
| 5Y | -77.8% | -99.2% | +21.4% | -53.5% |
| All | -49.9% | -96.4% | +46.6% | -8.7% |
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