+227.5%
SPMO vs LCID
-95.9%
+323.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | +0.1% | -9.1% | +9.2% | +0.6% |
| 30D | -0.7% | -37.6% | +36.9% | +1.7% |
| 3M | +2.8% | -11.1% | +13.9% | +2.4% |
| 6M | +24.4% | -59.2% | +83.6% | +29.1% |
| YTD | +24.2% | -60.5% | +84.6% | +28.7% |
| 1Y | +24.5% | -78.5% | +103.0% | +33.0% |
| 3Y | +155.6% | -92.8% | +248.4% | +180.7% |
| 5Y | +148.2% | -97.9% | +246.1% | +184.1% |
| All | +227.5% | -95.9% | +323.4% | +279.7% |
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