+357.2%
SHEL vs LCID
-96.8%
+454.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.3% | +12.0% | +1.0% |
| 7D | -1.6% | +9.2% | -10.8% | -1.8% |
| 30D | -4.3% | -3.0% | -1.3% | -4.4% |
| 3M | +10.4% | -50.2% | +60.6% | +12.0% |
| 6M | +17.5% | -45.8% | +63.4% | +18.5% |
| YTD | +37.8% | -69.2% | +107.0% | +40.8% |
| 1Y | +33.8% | -80.4% | +114.2% | +38.2% |
| 3Y | +69.1% | -91.4% | +160.5% | +75.9% |
| 5Y | +165.7% | -99.3% | +265.0% | +181.3% |
| All | +357.2% | -96.8% | +454.0% | +435.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling