+123.1%
SPOT vs LCID
-95.9%
+219.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -6.9% | -9.1% | +2.3% | -5.8% |
| 30D | +4.1% | -37.6% | +41.7% | +10.1% |
| 3M | +3.7% | -11.1% | +14.8% | +2.7% |
| 6M | -1.6% | -59.2% | +57.6% | +7.0% |
| YTD | -10.2% | -60.5% | +50.3% | -2.7% |
| 1Y | -25.9% | -78.5% | +52.6% | -13.4% |
| 3Y | +235.6% | -92.8% | +328.4% | +324.4% |
| 5Y | +110.6% | -97.9% | +208.5% | +215.9% |
| All | +123.1% | -95.9% | +219.0% | +268.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling