+93.1%
SLV vs LCID
-96.5%
+189.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +2.4% |
| 7D | +5.6% | +20.0% | -14.4% | +4.9% |
| 30D | -12.1% | -5.0% | -7.1% | -12.1% |
| 3M | -16.3% | -48.9% | +32.6% | -14.7% |
| 6M | -34.1% | -43.2% | +9.2% | -33.4% |
| YTD | -25.3% | -65.9% | +40.7% | -23.5% |
| 1Y | +9.6% | -79.2% | +88.8% | +13.5% |
| 3Y | +132.7% | -90.4% | +223.1% | +142.4% |
| 5Y | +113.7% | -99.2% | +212.9% | +127.1% |
| All | +93.1% | -96.5% | +189.6% | +120.4% |
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