+286.7%
SMH vs LCID
-92.3%
+379.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +5.2% | +1.8% | +3.5% | +5.0% |
| 30D | -1.5% | -34.2% | +32.7% | +2.7% |
| 3M | -4.1% | -9.1% | +5.0% | -5.0% |
| 6M | +50.8% | -52.6% | +103.4% | +60.3% |
| YTD | +59.3% | -56.2% | +115.5% | +70.0% |
| 1Y | +94.1% | -74.9% | +169.0% | +119.1% |
| 3Y | +286.7% | -92.1% | +378.8% | +378.7% |
| All | +286.7% | -92.3% | +379.0% | +378.7% |
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