+150.5%
SPY vs LCID
-95.5%
+246.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | +0.5% | +1.8% | -1.2% | +0.4% |
| 30D | -0.9% | -34.2% | +33.3% | +1.5% |
| 3M | +3.9% | -9.1% | +13.0% | +3.4% |
| 6M | +14.5% | -52.6% | +67.1% | +18.3% |
| YTD | +12.9% | -56.2% | +69.1% | +16.8% |
| 1Y | +19.4% | -74.9% | +94.3% | +27.4% |
| 3Y | +78.5% | -92.1% | +170.5% | +97.6% |
| 5Y | +81.8% | -97.6% | +179.3% | +111.6% |
| All | +150.5% | -95.5% | +246.0% | +200.6% |
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