+53.2%
STM vs LCID
-96.5%
+149.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.7% | +5.5% |
| 7D | -5.6% | +20.0% | -25.6% | -7.9% |
| 30D | -14.4% | -5.0% | -9.4% | -14.2% |
| 3M | -20.5% | -48.9% | +28.4% | -13.5% |
| 6M | -24.5% | -43.2% | +18.7% | -20.8% |
| YTD | +72.7% | -65.9% | +138.6% | +92.0% |
| 1Y | +91.0% | -79.2% | +170.2% | +126.8% |
| 3Y | +13.5% | -90.4% | +103.9% | +40.3% |
| 5Y | -9.2% | -99.2% | +90.0% | +39.7% |
| All | +53.2% | -96.5% | +149.7% | +120.5% |
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