+71.5%
SRE vs LCID
-95.8%
+167.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.2% | -0.4% |
| 7D | +1.5% | -9.3% | +10.8% | +1.7% |
| 30D | +0.8% | -35.4% | +36.2% | +1.7% |
| 3M | -5.8% | -17.1% | +11.3% | -5.8% |
| 6M | -7.8% | -58.9% | +51.1% | -6.4% |
| YTD | -2.4% | -59.6% | +57.3% | -0.9% |
| 1Y | +8.9% | -78.0% | +86.9% | +12.0% |
| 3Y | +31.1% | -92.7% | +123.8% | +36.3% |
| 5Y | +48.6% | -97.8% | +146.5% | +56.2% |
| All | +71.5% | -95.8% | +167.3% | +85.1% |
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