+240.0%
SPOT vs LCID
-92.3%
+332.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.5% |
| 7D | -2.9% | +1.8% | -4.6% | -2.9% |
| 30D | +8.3% | -34.2% | +42.5% | +10.2% |
| 3M | +5.1% | -9.1% | +14.2% | +4.6% |
| 6M | -6.5% | -52.6% | +46.1% | -4.2% |
| YTD | -9.0% | -56.2% | +47.2% | -6.6% |
| 1Y | -26.4% | -74.9% | +48.5% | -22.6% |
| 3Y | +240.0% | -92.1% | +332.1% | +291.2% |
| All | +240.0% | -92.3% | +332.3% | +291.2% |
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