+65.6%
SHOP vs LCID
-96.4%
+162.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.4% |
| 7D | -2.5% | +8.9% | -11.4% | -4.6% |
| 30D | -16.7% | +6.8% | -23.6% | -18.4% |
| 3M | -2.2% | -45.2% | +43.0% | +10.8% |
| 6M | +45.6% | -39.1% | +84.7% | +53.7% |
| YTD | -7.3% | -65.3% | +58.0% | +9.9% |
| 1Y | -6.1% | -78.4% | +72.3% | +24.6% |
| 3Y | +143.3% | -90.3% | +233.7% | +241.9% |
| 5Y | +0.2% | -99.2% | +99.3% | +137.0% |
| All | +65.6% | -96.4% | +162.0% | +245.4% |
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