+48.8%
SHOP vs LCID
-95.5%
+144.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.3% |
| 7D | -4.1% | +1.8% | -5.8% | -4.5% |
| 30D | -11.5% | -34.2% | +22.7% | -3.0% |
| 3M | +21.1% | -9.1% | +30.2% | +17.7% |
| 6M | +3.0% | -52.6% | +55.6% | +16.1% |
| YTD | -16.7% | -56.2% | +39.5% | -5.5% |
| 1Y | -8.3% | -74.9% | +66.6% | +18.3% |
| 3Y | +112.8% | -92.1% | +204.9% | +222.9% |
| 5Y | -9.3% | -97.6% | +88.3% | +85.0% |
| All | +48.8% | -95.5% | +144.3% | +197.1% |
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