-3.6%
SMR vs LCID
-98.1%
+94.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | +4.4% | -6.6% | +11.0% | +6.4% |
| 30D | +3.4% | -30.1% | +33.6% | +15.0% |
| 3M | -19.2% | -17.6% | -1.6% | -18.5% |
| 6M | -22.6% | -54.4% | +31.8% | -7.3% |
| YTD | -31.5% | -55.7% | +24.2% | -16.8% |
| 1Y | -73.1% | -71.0% | -2.0% | -62.9% |
| 3Y | +55.0% | -92.6% | +147.6% | +166.1% |
| All | -3.6% | -98.1% | +94.5% | +79.4% |
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