+952.8%
STRL vs LCID
-99.1%
+1,052.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.2% |
| 7D | +7.1% | +8.9% | -1.8% | +6.2% |
| 30D | -39.4% | +6.8% | -46.2% | -40.1% |
| 3M | -43.0% | -45.2% | +2.3% | -39.3% |
| 6M | -65.0% | -39.1% | -25.9% | -64.1% |
| YTD | -0.8% | -65.3% | +64.5% | +8.6% |
| 1Y | -20.3% | -78.4% | +58.1% | -7.6% |
| 3Y | +356.5% | -90.3% | +446.8% | +445.7% |
| 5Y | +952.8% | -99.2% | +1,052.0% | +1,504.0% |
| All | +952.8% | -99.1% | +1,052.0% | +1,504.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling