+122.2%
SO vs LCID
-96.4%
+218.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +0.8% | +8.9% | -8.1% | +0.8% |
| 30D | +7.8% | +6.8% | +1.0% | +7.8% |
| 3M | +2.9% | -45.2% | +48.2% | +3.0% |
| 6M | +2.5% | -39.1% | +41.6% | +2.5% |
| YTD | +10.3% | -65.3% | +75.5% | +10.5% |
| 1Y | +6.4% | -78.4% | +84.8% | +6.8% |
| 3Y | +52.8% | -90.3% | +143.1% | +53.6% |
| 5Y | +78.7% | -99.2% | +177.9% | +79.3% |
| All | +122.2% | -96.4% | +218.6% | +132.9% |
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