+68.7%
SHOP vs LCID
-96.5%
+165.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | 0.0% |
| 7D | -2.7% | +20.0% | -22.7% | -6.8% |
| 30D | -11.0% | -5.0% | -6.0% | -10.6% |
| 3M | +0.3% | -48.9% | +49.2% | +15.5% |
| 6M | +37.7% | -43.2% | +80.9% | +48.1% |
| YTD | -5.5% | -65.9% | +60.4% | +12.6% |
| 1Y | -0.2% | -79.2% | +78.9% | +33.6% |
| 3Y | +151.9% | -90.4% | +242.3% | +254.5% |
| 5Y | -2.2% | -99.2% | +97.0% | +132.4% |
| All | +68.7% | -96.5% | +165.2% | +253.8% |
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 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