+100.4%
SIMO vs LCID
-78.8%
+179.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.7% | +11.3% | +8.8% |
| 7D | +0.9% | +8.9% | -8.0% | +0.4% |
| 30D | -25.4% | +6.8% | -32.2% | -25.6% |
| 3M | -17.8% | -45.2% | +27.5% | -15.9% |
| 6M | -29.6% | -39.1% | +9.6% | -27.5% |
| YTD | +100.3% | -65.3% | +165.6% | +109.5% |
| 1Y | +100.4% | -78.4% | +178.8% | +137.1% |
| All | +100.4% | -78.8% | +179.2% | +137.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling