+38.1%
SNOW vs LCID
-95.8%
+134.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | +0.2% |
| 7D | +8.4% | -9.3% | +17.7% | +10.2% |
| 30D | -1.0% | -35.4% | +34.4% | +6.8% |
| 3M | +38.3% | -17.1% | +55.4% | +38.1% |
| 6M | +81.3% | -58.9% | +140.2% | +104.9% |
| YTD | +51.1% | -59.6% | +110.7% | +70.0% |
| 1Y | +47.0% | -78.0% | +124.9% | +83.6% |
| 3Y | +99.7% | -92.7% | +192.4% | +178.3% |
| 5Y | +3.6% | -97.8% | +101.4% | +79.6% |
| All | +38.1% | -95.8% | +134.0% | +129.8% |
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