+409.3%
SIMO vs LCID
-96.3%
+505.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.5% | -2.2% |
| 7D | -16.0% | +24.8% | -40.9% | -17.7% |
| 30D | -35.8% | -0.5% | -35.2% | -35.9% |
| 3M | -26.5% | -43.0% | +16.5% | -23.2% |
| 6M | -33.0% | -40.5% | +7.5% | -31.2% |
| YTD | +84.3% | -64.3% | +148.7% | +96.2% |
| 1Y | +82.0% | -78.1% | +160.0% | +102.6% |
| 3Y | +218.5% | -90.1% | +308.6% | +264.7% |
| 5Y | +175.0% | -99.1% | +274.1% | +259.8% |
| All | +409.3% | -96.3% | +505.7% | +508.8% |
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