+81.0%
SLV vs LCID
-96.8%
+177.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | -2.9% |
| 7D | -3.9% | +9.2% | -13.1% | -4.2% |
| 30D | -15.6% | -3.0% | -12.7% | -15.7% |
| 3M | -23.6% | -50.2% | +26.6% | -22.1% |
| 6M | -42.6% | -45.8% | +3.3% | -41.9% |
| YTD | -30.0% | -69.2% | +39.2% | -28.1% |
| 1Y | -6.6% | -80.4% | +73.8% | -3.1% |
| 3Y | +121.8% | -91.4% | +213.3% | +131.9% |
| 5Y | +92.7% | -99.3% | +191.9% | +105.4% |
| All | +81.0% | -96.8% | +177.8% | +107.3% |
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