+172.4%
SITM vs LCID
-97.8%
+270.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | +0.8% |
| 7D | +3.7% | -9.3% | +13.0% | +6.7% |
| 30D | -14.5% | -35.4% | +20.9% | -2.9% |
| 3M | -10.6% | -17.1% | +6.5% | -10.4% |
| 6M | +65.5% | -58.9% | +124.5% | +103.1% |
| YTD | +67.0% | -59.6% | +126.6% | +101.2% |
| 1Y | +138.6% | -78.0% | +216.6% | +250.0% |
| 3Y | +421.8% | -92.7% | +514.5% | +852.3% |
| 5Y | +172.4% | -97.8% | +270.3% | +827.1% |
| All | +172.4% | -97.8% | +270.2% | +827.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling