+147.4%
SPY vs LCID
-97.1%
+244.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.9% | +0.2% |
| 7D | +2.6% | -10.2% | +12.8% | +3.2% |
| 30D | -2.0% | -10.2% | +8.2% | -1.6% |
| 3M | -2.8% | -54.1% | +51.3% | +1.4% |
| 6M | +2.1% | -53.8% | +55.9% | +5.4% |
| YTD | +11.5% | -72.0% | +83.5% | +18.1% |
| 1Y | +13.5% | -80.5% | +94.0% | +22.7% |
| 3Y | +77.7% | -92.6% | +170.3% | +96.9% |
| 5Y | +72.6% | -99.3% | +171.9% | +108.4% |
| All | +147.4% | -97.1% | +244.5% | +203.8% |
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