+145.9%
SPY vs LCID
-96.3%
+242.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.7% |
| 7D | -0.6% | +24.8% | -25.4% | -2.0% |
| 30D | -3.7% | -0.5% | -3.2% | -3.9% |
| 3M | -2.7% | -43.0% | +40.2% | +0.2% |
| 6M | +2.2% | -40.5% | +42.7% | +3.9% |
| YTD | +10.8% | -64.3% | +75.2% | +15.7% |
| 1Y | +11.2% | -78.1% | +89.3% | +19.5% |
| 3Y | +76.5% | -90.1% | +166.6% | +92.3% |
| 5Y | +72.9% | -99.1% | +172.0% | +105.7% |
| All | +145.9% | -96.3% | +242.2% | +197.7% |
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