+2,016.7%
STRL vs LCID
-96.3%
+2,113.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.8% |
| 7D | -19.8% | +24.8% | -44.7% | -21.6% |
| 30D | -43.6% | -0.5% | -43.0% | -43.7% |
| 3M | -45.2% | -43.0% | -2.2% | -42.6% |
| 6M | -65.7% | -40.5% | -25.2% | -64.9% |
| YTD | -5.4% | -64.3% | +58.9% | +1.4% |
| 1Y | -24.7% | -78.1% | +53.4% | -15.4% |
| 3Y | +335.0% | -90.1% | +425.1% | +400.4% |
| 5Y | +915.3% | -99.1% | +1,014.4% | +1,243.1% |
| All | +2,016.7% | -96.3% | +2,113.0% | +2,769.1% |
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