+78.0%
SPY vs LCID
-92.6%
+170.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.1% | -6.6% | +6.7% | +0.5% |
| 30D | +0.1% | -30.1% | +30.2% | +2.0% |
| 3M | +2.0% | -17.6% | +19.6% | +2.1% |
| 6M | +13.0% | -54.4% | +67.4% | +17.0% |
| YTD | +13.5% | -55.7% | +69.3% | +17.4% |
| 1Y | +20.0% | -71.0% | +91.0% | +26.8% |
| All | +78.0% | -92.6% | +170.5% | +99.7% |
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 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