+66.9%
SHEL vs LCID
-90.0%
+156.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.4% | -1.7% |
| 7D | -6.7% | +24.8% | -31.5% | -7.1% |
| 30D | -2.9% | -0.5% | -2.4% | -3.0% |
| 3M | +9.1% | -43.0% | +52.1% | +10.6% |
| 6M | +17.9% | -40.5% | +58.5% | +18.9% |
| YTD | +36.0% | -64.3% | +100.3% | +39.5% |
| 1Y | +31.8% | -78.1% | +109.8% | +37.2% |
| 3Y | +66.9% | -90.1% | +157.0% | +78.7% |
| All | +66.9% | -90.0% | +156.9% | +78.7% |
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 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