-2.9%
SHOP vs LCID
-99.2%
+96.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.4% | -6.8% | +0.8% |
| 7D | -5.4% | +8.9% | -14.4% | -7.8% |
| 30D | -10.3% | -15.4% | +5.1% | -6.9% |
| 3M | +1.0% | -52.9% | +53.9% | +22.2% |
| 6M | +41.2% | -46.8% | +88.1% | +56.1% |
| YTD | -7.5% | -68.9% | +61.4% | +16.9% |
| 1Y | -4.6% | -81.7% | +77.1% | +41.3% |
| 3Y | +146.4% | -92.4% | +238.8% | +299.2% |
| All | -2.9% | -99.2% | +96.3% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling