+79.3%
STM vs LCID
-95.4%
+174.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.6% |
| 7D | +5.8% | -6.6% | +12.4% | +6.7% |
| 30D | -1.0% | -30.1% | +29.1% | +3.8% |
| 3M | -33.3% | -17.6% | -15.7% | -32.9% |
| 6M | +57.4% | -54.4% | +111.8% | +70.2% |
| YTD | +102.2% | -55.7% | +157.9% | +118.2% |
| 1Y | +99.6% | -71.0% | +170.6% | +127.1% |
| 3Y | +14.5% | -92.6% | +107.2% | +46.9% |
| 5Y | +21.4% | -97.6% | +119.0% | +73.5% |
| All | +79.3% | -95.4% | +174.8% | +150.6% |
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 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