+735.4%
STLD vs LCID
-95.4%
+830.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.7% |
| 7D | +3.1% | -6.6% | +9.7% | +3.6% |
| 30D | -9.0% | -30.1% | +21.2% | -6.8% |
| 3M | -12.4% | -17.6% | +5.2% | -12.3% |
| 6M | +25.5% | -54.4% | +79.9% | +30.6% |
| YTD | +43.6% | -55.7% | +99.3% | +49.3% |
| 1Y | +87.2% | -71.0% | +158.2% | +99.7% |
| 3Y | +135.2% | -92.6% | +227.9% | +164.9% |
| 5Y | +290.9% | -97.6% | +388.5% | +354.0% |
| All | +735.4% | -95.4% | +830.8% | +859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling