+121.8%
SO vs LCID
-96.3%
+218.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.1% |
| 7D | -0.1% | +24.8% | -24.9% | -0.1% |
| 30D | +8.7% | -0.5% | +9.2% | +8.7% |
| 3M | +3.4% | -43.0% | +46.3% | +3.4% |
| 6M | +3.7% | -40.5% | +44.2% | +3.8% |
| YTD | +10.0% | -64.3% | +74.4% | +10.3% |
| 1Y | +6.6% | -78.1% | +84.6% | +7.1% |
| 3Y | +52.5% | -90.1% | +142.6% | +53.3% |
| 5Y | +76.1% | -99.1% | +175.1% | +76.9% |
| All | +121.8% | -96.3% | +218.1% | +132.4% |
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