+547.2%
SITM vs LCID
-96.8%
+644.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.3% | +10.9% | +2.5% |
| 7D | +32.5% | +9.2% | +23.3% | +29.5% |
| 30D | -18.8% | -3.0% | -15.8% | -18.9% |
| 3M | -30.9% | -50.2% | +19.4% | -18.2% |
| 6M | -44.5% | -45.8% | +1.4% | -38.4% |
| YTD | +33.2% | -69.2% | +102.4% | +66.3% |
| 1Y | +53.8% | -80.4% | +134.2% | +116.9% |
| 3Y | +335.7% | -91.4% | +427.1% | +579.7% |
| 5Y | +84.6% | -99.3% | +183.9% | +391.3% |
| All | +547.2% | -96.8% | +644.0% | +1,265.4% |
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