+7.5%
SMR vs LCID
-98.3%
+105.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -1.0% |
| 7D | +13.1% | -9.3% | +22.4% | +16.3% |
| 30D | +17.8% | -35.4% | +53.2% | +33.9% |
| 3M | +8.1% | -17.1% | +25.2% | +8.2% |
| 6M | -11.1% | -58.9% | +47.8% | +9.7% |
| YTD | -23.7% | -59.6% | +35.9% | -4.8% |
| 1Y | -69.4% | -78.0% | +8.6% | -54.4% |
| 3Y | +82.6% | -92.7% | +175.3% | +218.1% |
| All | +7.5% | -98.3% | +105.7% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling