+741.8%
SITM vs LCID
-95.4%
+837.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.1% |
| 7D | +9.7% | -6.6% | +16.3% | +11.6% |
| 30D | +12.7% | -30.1% | +42.8% | +23.5% |
| 3M | -13.4% | -17.6% | +4.2% | -12.6% |
| 6M | +59.6% | -54.4% | +114.0% | +85.5% |
| YTD | +73.3% | -55.7% | +129.0% | +98.9% |
| 1Y | +165.5% | -71.0% | +236.6% | +240.5% |
| 3Y | +368.7% | -92.6% | +461.4% | +672.5% |
| 5Y | +172.5% | -97.6% | +270.1% | +503.6% |
| All | +741.8% | -95.4% | +837.3% | +1,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling