+7.9%
SNOW vs LCID
-97.6%
+105.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.2% | -5.8% |
| 7D | +2.8% | -6.6% | +9.4% | +4.1% |
| 30D | +6.4% | -30.1% | +36.6% | +14.2% |
| 3M | +38.1% | -17.6% | +55.7% | +37.9% |
| 6M | +100.4% | -54.4% | +154.8% | +126.1% |
| YTD | +53.7% | -55.7% | +109.4% | +73.1% |
| 1Y | +52.0% | -71.0% | +123.0% | +85.7% |
| 3Y | +114.7% | -92.6% | +207.3% | +223.5% |
| All | +7.9% | -97.6% | +105.5% | +142.2% |
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