+388.9%
SIMO vs LCID
-96.8%
+485.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.4% | -6.2% | +3.3% |
| 7D | -22.0% | +8.9% | -30.9% | -22.6% |
| 30D | -43.0% | -15.4% | -27.6% | -42.4% |
| 3M | -39.1% | -52.9% | +13.7% | -35.4% |
| 6M | -33.3% | -46.8% | +13.6% | -30.8% |
| YTD | +77.0% | -68.9% | +145.8% | +90.7% |
| 1Y | +73.0% | -81.7% | +154.7% | +95.8% |
| 3Y | +215.7% | -92.4% | +308.1% | +269.7% |
| 5Y | +155.6% | -99.2% | +254.9% | +238.8% |
| All | +388.9% | -96.8% | +485.7% | +491.5% |
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