+2,037.4%
STRL vs LCID
-97.1%
+2,134.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.2% | +6.2% | -2.2% |
| 7D | +15.7% | -10.2% | +25.8% | +16.8% |
| 30D | -35.5% | -10.2% | -25.3% | -35.1% |
| 3M | -47.1% | -54.1% | +7.0% | -43.5% |
| 6M | -65.8% | -53.8% | -12.0% | -64.1% |
| YTD | -4.5% | -72.0% | +67.5% | +4.7% |
| 1Y | -10.5% | -80.5% | +70.0% | +1.5% |
| 3Y | +340.6% | -92.6% | +433.2% | +420.2% |
| 5Y | +911.0% | -99.3% | +1,010.4% | +1,271.6% |
| All | +2,037.4% | -97.1% | +2,134.5% | +2,861.4% |
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