+1,748.1%
STRL vs LCID
-96.8%
+1,844.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +2.5% |
| 7D | -26.9% | +8.9% | -35.9% | -27.6% |
| 30D | -52.7% | -15.4% | -37.2% | -52.1% |
| 3M | -52.8% | -52.9% | 0.0% | -49.7% |
| 6M | -71.5% | -46.8% | -24.6% | -70.5% |
| YTD | -17.4% | -68.9% | +51.4% | -10.3% |
| 1Y | -35.0% | -81.7% | +46.7% | -25.8% |
| 3Y | +239.2% | -92.4% | +331.6% | +299.4% |
| 5Y | +830.2% | -99.2% | +929.4% | +1,146.8% |
| All | +1,748.1% | -96.8% | +1,844.9% | +2,435.9% |
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