-48.0%
SMR vs LCID
-98.5%
+50.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +1.0% |
| 7D | +1.9% | +8.9% | -7.0% | -0.3% |
| 30D | -21.9% | +6.8% | -28.8% | -23.8% |
| 3M | -47.1% | -45.2% | -1.9% | -37.0% |
| 6M | -60.6% | -39.1% | -21.5% | -56.7% |
| YTD | -63.1% | -65.3% | +2.2% | -52.0% |
| 1Y | -80.4% | -78.4% | -2.0% | -70.7% |
| 3Y | +150.2% | -90.3% | +240.6% | +322.7% |
| All | -48.0% | -98.5% | +50.5% | +3.6% |
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