+149.0%
SPYM vs LCID
-95.9%
+244.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -2.0% | -9.1% | +7.2% | -1.4% |
| 30D | -1.6% | -37.6% | +36.0% | +1.1% |
| 3M | +4.7% | -11.1% | +15.8% | +4.4% |
| 6M | +12.6% | -59.2% | +71.7% | +17.2% |
| YTD | +11.8% | -60.5% | +72.2% | +16.3% |
| 1Y | +17.5% | -78.5% | +96.0% | +26.6% |
| 3Y | +77.0% | -92.8% | +169.8% | +96.9% |
| 5Y | +82.6% | -97.9% | +180.5% | +113.8% |
| All | +149.0% | -95.9% | +244.9% | +200.7% |
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