-22.7%
SNOW vs LCID
-99.2%
+76.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +3.4% |
| 7D | +0.2% | +20.0% | -19.8% | -4.1% |
| 30D | -21.1% | -5.0% | -16.1% | -20.6% |
| 3M | -11.9% | -48.9% | +37.0% | +0.9% |
| 6M | +91.0% | -43.2% | +134.2% | +105.7% |
| YTD | +32.7% | -65.9% | +98.7% | +58.1% |
| 1Y | +10.8% | -79.2% | +89.9% | +47.3% |
| 3Y | +86.2% | -90.4% | +176.6% | +155.3% |
| 5Y | -22.7% | -99.2% | +76.5% | +109.7% |
| All | -22.7% | -99.2% | +76.5% | +109.7% |
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