+2,024.8%
STRL vs LCID
-96.5%
+2,121.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.4% | +5.5% | +14.1% |
| 7D | -13.3% | +20.0% | -33.3% | -14.9% |
| 30D | -43.3% | -5.0% | -38.3% | -43.2% |
| 3M | -46.9% | -48.9% | +2.0% | -43.8% |
| 6M | -65.6% | -43.2% | -22.4% | -64.6% |
| YTD | -5.1% | -65.9% | +60.9% | +2.3% |
| 1Y | -23.1% | -79.2% | +56.1% | -13.2% |
| 3Y | +346.8% | -90.4% | +437.3% | +415.7% |
| 5Y | +907.2% | -99.2% | +1,006.4% | +1,243.3% |
| All | +2,024.8% | -96.5% | +2,121.3% | +2,793.0% |
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