+1.1%
SLB vs LCID
-90.0%
+91.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.2% |
| 7D | -4.3% | +24.8% | -29.1% | -5.5% |
| 30D | +1.9% | -0.5% | +2.5% | +1.7% |
| 3M | -5.7% | -43.0% | +37.2% | -3.2% |
| 6M | -5.3% | -40.5% | +35.2% | -4.1% |
| YTD | +32.2% | -64.3% | +96.5% | +38.5% |
| 1Y | +38.5% | -78.1% | +116.6% | +49.3% |
| 3Y | +1.1% | -90.1% | +91.2% | +15.5% |
| All | +1.1% | -90.0% | +91.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling