+257.9%
SPOT vs LCID
-92.2%
+350.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.2% | +11.6% | +2.8% |
| 7D | +1.6% | -10.2% | +11.8% | +2.0% |
| 30D | +16.9% | -10.2% | +27.1% | +17.2% |
| 3M | +23.0% | -54.1% | +77.1% | +26.5% |
| 6M | +42.2% | -53.8% | +95.9% | +45.3% |
| YTD | +5.5% | -72.0% | +77.5% | +9.7% |
| 1Y | -5.1% | -80.5% | +75.5% | +0.3% |
| 3Y | +257.9% | -92.6% | +350.5% | +288.3% |
| All | +257.9% | -92.2% | +350.1% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling