+48.4%
SHW vs LCID
-95.5%
+143.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.2% | +1.8% | -2.9% | -1.3% |
| 30D | -11.6% | -34.2% | +22.6% | -9.4% |
| 3M | +9.1% | -9.1% | +18.2% | +8.9% |
| 6M | -0.7% | -52.6% | +51.9% | +2.6% |
| YTD | +1.4% | -56.2% | +57.6% | +4.9% |
| 1Y | -12.3% | -74.9% | +62.6% | -6.6% |
| 3Y | +23.4% | -92.1% | +115.4% | +35.9% |
| 5Y | +15.0% | -97.6% | +112.6% | +32.0% |
| All | +48.4% | -95.5% | +143.9% | +66.4% |
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