+59.1%
STM vs LCID
-96.4%
+155.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.1% | +3.9% |
| 7D | +1.4% | +8.9% | -7.5% | +0.3% |
| 30D | -8.4% | +6.8% | -15.2% | -9.6% |
| 3M | -15.8% | -45.2% | +29.4% | -9.3% |
| 6M | -22.8% | -39.1% | +16.3% | -19.9% |
| YTD | +79.4% | -65.3% | +144.6% | +98.9% |
| 1Y | +97.0% | -78.4% | +175.4% | +132.7% |
| 3Y | +14.2% | -90.3% | +104.5% | +40.9% |
| 5Y | -4.5% | -99.2% | +94.7% | +46.7% |
| All | +59.1% | -96.4% | +155.5% | +128.3% |
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