+415.5%
SIMO vs LCID
-92.6%
+508.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.5% |
| 7D | +4.2% | -6.6% | +10.8% | +4.9% |
| 30D | +4.1% | -30.1% | +34.2% | +7.5% |
| 3M | -12.9% | -17.6% | +4.7% | -12.4% |
| 6M | +110.3% | -54.4% | +164.8% | +123.7% |
| YTD | +178.6% | -55.7% | +234.3% | +195.0% |
| 1Y | +220.0% | -71.0% | +291.0% | +255.9% |
| All | +415.5% | -92.6% | +508.0% | +520.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling