+599.4%
SMH vs LCID
-95.4%
+694.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +2.5% | -6.6% | +9.1% | +3.3% |
| 30D | -0.5% | -30.1% | +29.7% | +3.7% |
| 3M | -9.6% | -17.6% | +8.0% | -9.4% |
| 6M | +42.1% | -54.4% | +96.5% | +52.2% |
| YTD | +57.4% | -55.7% | +113.2% | +68.4% |
| 1Y | +96.2% | -71.0% | +167.3% | +119.6% |
| 3Y | +267.9% | -92.6% | +360.6% | +357.3% |
| 5Y | +327.7% | -97.6% | +425.3% | +489.0% |
| All | +599.4% | -95.4% | +694.9% | +843.0% |
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