+110.7%
SO vs LCID
-95.5%
+206.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.0% | +1.8% | -0.7% | +1.0% |
| 30D | -3.2% | -34.2% | +31.0% | -3.2% |
| 3M | -1.7% | -9.1% | +7.4% | -1.8% |
| 6M | -7.2% | -52.6% | +45.4% | -7.0% |
| YTD | +4.6% | -56.2% | +60.8% | +4.8% |
| 1Y | +1.2% | -74.9% | +76.1% | +1.7% |
| 3Y | +45.3% | -92.1% | +137.3% | +46.3% |
| 5Y | +58.7% | -97.6% | +156.3% | +60.8% |
| All | +110.7% | -95.5% | +206.2% | +120.8% |
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