+146.8%
SPY vs LCID
-96.5%
+243.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.1% | +1.8% |
| 7D | +0.1% | +20.0% | -19.9% | -1.1% |
| 30D | -3.3% | -5.0% | +1.7% | -3.3% |
| 3M | -2.4% | -48.9% | +46.4% | +1.2% |
| 6M | +2.6% | -43.2% | +45.8% | +4.6% |
| YTD | +11.2% | -65.9% | +77.2% | +16.5% |
| 1Y | +13.4% | -79.2% | +92.6% | +22.2% |
| 3Y | +79.9% | -90.4% | +170.3% | +96.4% |
| 5Y | +72.2% | -99.2% | +171.4% | +105.6% |
| All | +146.8% | -96.5% | +243.3% | +199.7% |
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