-31.1%
SIRI vs LCID
-95.9%
+64.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.9% |
| 7D | +0.6% | -9.8% | +10.4% | +1.3% |
| 30D | +2.5% | -35.5% | +38.0% | +5.9% |
| 3M | +6.6% | -18.4% | +25.0% | +7.1% |
| 6M | +32.9% | -60.5% | +93.4% | +40.4% |
| YTD | +50.5% | -60.1% | +110.5% | +58.0% |
| 1Y | +28.0% | -78.8% | +106.8% | +41.1% |
| 3Y | -22.4% | -92.8% | +70.4% | -11.1% |
| 5Y | -41.3% | -97.9% | +56.6% | -29.8% |
| All | -31.1% | -95.9% | +64.8% | -13.6% |
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