+774.2%
SITM vs LCID
-95.9%
+870.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +5.3% |
| 7D | +3.9% | -9.8% | +13.7% | +6.5% |
| 30D | -6.6% | -35.5% | +28.9% | +4.2% |
| 3M | -11.9% | -18.4% | +6.5% | -11.0% |
| 6M | +81.1% | -60.5% | +141.6% | +118.0% |
| YTD | +80.0% | -60.1% | +140.1% | +111.9% |
| 1Y | +145.8% | -78.8% | +224.6% | +242.9% |
| 3Y | +475.9% | -92.8% | +568.7% | +850.5% |
| 5Y | +189.2% | -97.9% | +287.1% | +558.9% |
| All | +774.2% | -95.9% | +870.1% | +1,639.5% |
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