+249.5%
SLB vs LCID
-95.4%
+345.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | +0.8% | -6.6% | +7.4% | +1.2% |
| 30D | +15.8% | -30.1% | +46.0% | +17.8% |
| 3M | -0.3% | -17.6% | +17.3% | -0.4% |
| 6M | +21.3% | -54.4% | +75.8% | +25.0% |
| YTD | +52.3% | -55.7% | +108.0% | +56.9% |
| 1Y | +63.6% | -71.0% | +134.6% | +71.8% |
| 3Y | +3.8% | -92.6% | +96.4% | +13.6% |
| 5Y | +128.6% | -97.6% | +226.3% | +156.9% |
| All | +249.5% | -95.4% | +345.0% | +325.9% |
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 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