+5.0%
SMCI vs LCID
-92.2%
+97.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +1.7% |
| 7D | -6.6% | -10.2% | +3.6% | -4.4% |
| 30D | -24.9% | -10.2% | -14.7% | -23.6% |
| 3M | -31.4% | -54.1% | +22.7% | -18.9% |
| 6M | -16.0% | -53.8% | +37.7% | -5.5% |
| YTD | -8.2% | -72.0% | +63.8% | +16.8% |
| 1Y | -23.4% | -80.5% | +57.1% | +6.3% |
| 3Y | +5.0% | -92.6% | +97.6% | +64.3% |
| All | +5.0% | -92.2% | +97.2% | +64.3% |
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 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