+70.3%
SE vs LCID
-93.0%
+163.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -1.0% |
| 7D | +2.0% | +8.9% | -6.9% | +1.0% |
| 30D | -20.0% | -15.4% | -4.6% | -18.9% |
| 3M | -31.8% | -52.9% | +21.1% | -26.6% |
| 6M | -15.9% | -46.8% | +31.0% | -12.1% |
| YTD | -40.6% | -68.9% | +28.2% | -35.2% |
| 1Y | -50.7% | -81.7% | +31.0% | -43.3% |
| 3Y | +70.3% | -92.4% | +162.7% | +108.8% |
| All | +70.3% | -93.0% | +163.3% | +108.8% |
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