-5.4%
STM vs LCID
-99.3%
+93.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.3% | +11.7% | +2.3% |
| 7D | +16.3% | +9.2% | +7.1% | +14.4% |
| 30D | -6.3% | -3.0% | -3.3% | -6.5% |
| 3M | -14.1% | -50.2% | +36.1% | -4.7% |
| 6M | -19.6% | -45.8% | +26.3% | -14.4% |
| YTD | +80.1% | -69.2% | +149.3% | +108.2% |
| 1Y | +95.4% | -80.4% | +175.7% | +143.7% |
| 3Y | +14.7% | -91.4% | +106.1% | +51.4% |
| 5Y | -5.4% | -99.3% | +93.9% | +79.6% |
| All | -5.4% | -99.3% | +93.9% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling