+15.6%
SHW vs LCID
-99.2%
+114.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +3.3% |
| 7D | +1.6% | +20.0% | -18.4% | 0.0% |
| 30D | +12.1% | -5.0% | +17.1% | +12.2% |
| 3M | -3.0% | -48.9% | +45.9% | +1.7% |
| 6M | +13.5% | -43.2% | +56.7% | +16.7% |
| YTD | +11.2% | -65.9% | +77.2% | +18.1% |
| 1Y | +6.2% | -79.2% | +85.4% | +16.9% |
| 3Y | +45.6% | -90.4% | +136.0% | +62.5% |
| 5Y | +15.6% | -99.2% | +114.8% | +49.6% |
| All | +15.6% | -99.2% | +114.8% | +49.6% |
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