+51.9%
SHW vs LCID
-95.4%
+147.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -3.2% | -6.6% | +3.4% | -2.8% |
| 30D | -9.5% | -30.1% | +20.6% | -7.6% |
| 3M | +11.5% | -17.6% | +29.1% | +11.8% |
| 6M | -3.5% | -54.4% | +50.9% | -0.2% |
| YTD | +3.7% | -55.7% | +59.4% | +7.2% |
| 1Y | -7.9% | -71.0% | +63.1% | -2.8% |
| 3Y | +24.7% | -92.6% | +117.3% | +37.9% |
| 5Y | +13.6% | -97.6% | +111.2% | +30.4% |
| All | +51.9% | -95.4% | +147.3% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling