+1.5%
SMR vs LCID
-98.3%
+99.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -4.9% |
| 7D | +4.7% | -9.1% | +13.8% | +7.7% |
| 30D | +3.2% | -37.6% | +40.8% | +18.6% |
| 3M | +9.9% | -11.1% | +21.0% | +7.6% |
| 6M | -15.1% | -59.2% | +44.1% | +5.0% |
| YTD | -27.9% | -60.5% | +32.5% | -9.5% |
| 1Y | -70.2% | -78.5% | +8.3% | -55.3% |
| 3Y | +72.5% | -92.8% | +165.3% | +202.4% |
| All | +1.5% | -98.3% | +99.8% | +95.1% |
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