+455.3%
SN vs LCID
-95.2%
+550.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +1.8% |
| 7D | +7.6% | +20.0% | -12.4% | +5.1% |
| 30D | +24.1% | -5.0% | +29.1% | +24.2% |
| 3M | +23.7% | -48.9% | +72.6% | +33.0% |
| 6M | +105.5% | -43.2% | +148.7% | +113.4% |
| YTD | +105.1% | -65.9% | +171.0% | +125.7% |
| 1Y | +148.3% | -79.2% | +227.4% | +191.5% |
| 3Y | +438.7% | -90.4% | +529.1% | +570.6% |
| All | +455.3% | -95.2% | +550.6% | +519.5% |
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