+54.0%
SITM vs LCID
-82.0%
+136.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.2% | +3.7% | -3.8% |
| 7D | +6.6% | -10.2% | +16.8% | +8.6% |
| 30D | -15.3% | -10.2% | -5.1% | -14.0% |
| 3M | -35.4% | -54.1% | +18.7% | -27.6% |
| 6M | -46.8% | -53.8% | +7.0% | -40.6% |
| YTD | +25.9% | -72.0% | +97.9% | +50.7% |
| 1Y | +54.0% | -80.5% | +134.5% | +128.9% |
| All | +54.0% | -82.0% | +136.0% | +128.9% |
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