+60.7%
STM vs LCID
-97.1%
+157.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.8% |
| 7D | +12.0% | -10.2% | +22.2% | +13.4% |
| 30D | -0.4% | -10.2% | +9.8% | +0.5% |
| 3M | -13.2% | -54.1% | +40.9% | -4.4% |
| 6M | -26.1% | -53.8% | +27.7% | -20.5% |
| YTD | +81.2% | -72.0% | +153.2% | +106.5% |
| 1Y | +98.3% | -80.5% | +178.8% | +137.1% |
| 3Y | +16.7% | -92.6% | +109.3% | +49.0% |
| 5Y | -4.8% | -99.3% | +94.5% | +49.9% |
| All | +60.7% | -97.1% | +157.8% | +137.1% |
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