+194.2%
SPMO vs LCID
-97.1%
+291.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.2% | +7.6% | -1.1% |
| 7D | +6.3% | -10.2% | +16.5% | +6.9% |
| 30D | -8.9% | -10.2% | +1.3% | -8.5% |
| 3M | -13.2% | -54.1% | +40.9% | -9.8% |
| 6M | -9.3% | -53.8% | +44.5% | -6.6% |
| YTD | +11.6% | -72.0% | +83.6% | +17.5% |
| 1Y | +13.4% | -80.5% | +93.9% | +21.6% |
| 3Y | +122.9% | -92.6% | +215.4% | +144.2% |
| 5Y | +113.9% | -99.3% | +213.3% | +155.7% |
| All | +194.2% | -97.1% | +291.3% | +246.6% |
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