+418.4%
SIMO vs LCID
-96.5%
+514.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.7% | +4.9% |
| 7D | -8.2% | +20.0% | -28.2% | -9.6% |
| 30D | -34.6% | -5.0% | -29.6% | -34.5% |
| 3M | -32.6% | -48.9% | +16.2% | -29.0% |
| 6M | -31.8% | -43.2% | +11.4% | -29.7% |
| YTD | +87.6% | -65.9% | +153.6% | +100.6% |
| 1Y | +86.7% | -79.2% | +165.8% | +108.8% |
| 3Y | +227.4% | -90.4% | +317.9% | +276.1% |
| 5Y | +173.0% | -99.2% | +272.2% | +260.2% |
| All | +418.4% | -96.5% | +514.9% | +522.2% |
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 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