+68.5%
STRL vs LCID
-71.9%
+140.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +5.6% |
| 7D | +3.4% | -6.6% | +10.0% | +4.2% |
| 30D | -9.2% | -30.1% | +20.9% | -5.7% |
| 3M | -51.0% | -17.6% | -33.4% | -51.3% |
| 6M | +15.8% | -54.4% | +70.2% | +36.7% |
| YTD | +58.9% | -55.7% | +114.6% | +85.7% |
| 1Y | +68.5% | -71.0% | +139.6% | +155.1% |
| All | +68.5% | -71.9% | +140.4% | +155.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling