+214.0%
SLB vs LCID
-97.1%
+311.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.2% | +10.7% | +1.9% |
| 7D | +3.5% | -10.2% | +13.7% | +4.0% |
| 30D | +6.5% | -10.2% | +16.7% | +6.8% |
| 3M | -0.2% | -54.1% | +53.9% | +3.3% |
| 6M | -5.7% | -53.8% | +48.0% | -3.4% |
| YTD | +36.8% | -72.0% | +108.9% | +43.7% |
| 1Y | +45.8% | -80.5% | +126.3% | +55.9% |
| 3Y | +3.4% | -92.6% | +95.9% | +13.0% |
| 5Y | +76.1% | -99.3% | +175.5% | +106.2% |
| All | +214.0% | -97.1% | +311.2% | +290.2% |
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