+353.9%
SHEL vs LCID
-96.4%
+450.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | -3.9% | +8.9% | -12.8% | -4.1% |
| 30D | -3.7% | +6.8% | -10.5% | -3.9% |
| 3M | +9.1% | -45.2% | +54.3% | +10.5% |
| 6M | +16.7% | -39.1% | +55.8% | +17.4% |
| YTD | +36.8% | -65.3% | +102.1% | +39.5% |
| 1Y | +31.8% | -78.4% | +110.2% | +35.9% |
| 3Y | +67.9% | -90.3% | +158.2% | +74.3% |
| 5Y | +163.3% | -99.2% | +262.5% | +178.1% |
| All | +353.9% | -96.4% | +450.3% | +430.2% |
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