+88.9%
SMR vs LCID
-92.3%
+181.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +15.7% |
| 7D | +21.4% | +1.8% | +19.6% | +20.5% |
| 30D | +13.8% | -34.2% | +48.1% | +33.3% |
| 3M | +3.9% | -9.1% | +13.0% | -0.5% |
| 6M | -4.2% | -52.6% | +48.4% | +19.1% |
| YTD | -21.1% | -56.2% | +35.1% | +2.1% |
| 1Y | -67.1% | -74.9% | +7.8% | -46.5% |
| 3Y | +88.9% | -92.1% | +180.9% | +321.9% |
| All | +88.9% | -92.3% | +181.1% | +321.9% |
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