+40.5%
SNOW vs LCID
-95.4%
+135.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.2% | -5.7% |
| 7D | +2.8% | -6.6% | +9.4% | +3.9% |
| 30D | +6.4% | -30.1% | +36.6% | +13.1% |
| 3M | +38.1% | -17.6% | +55.7% | +38.1% |
| 6M | +100.4% | -54.4% | +154.8% | +122.2% |
| YTD | +53.7% | -55.7% | +109.4% | +70.2% |
| 1Y | +52.0% | -71.0% | +123.0% | +80.2% |
| 3Y | +114.7% | -92.6% | +207.3% | +199.8% |
| 5Y | +8.8% | -97.6% | +106.4% | +85.3% |
| All | +40.5% | -95.4% | +135.9% | +130.1% |
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