+410.7%
SIMO vs LCID
-97.1%
+507.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.2% | +3.6% | -4.8% |
| 7D | +4.1% | -10.2% | +14.3% | +5.0% |
| 30D | -24.0% | -10.2% | -13.8% | -23.5% |
| 3M | -31.8% | -54.1% | +22.3% | -27.4% |
| 6M | -36.9% | -53.8% | +16.9% | -33.8% |
| YTD | +84.8% | -72.0% | +156.9% | +100.9% |
| 1Y | +99.0% | -80.5% | +179.5% | +123.5% |
| 3Y | +217.9% | -92.6% | +310.5% | +273.1% |
| 5Y | +171.5% | -99.3% | +270.8% | +263.9% |
| All | +410.7% | -97.1% | +507.8% | +523.1% |
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