+2,022.6%
STRL vs LCID
-97.6%
+2,120.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +5.6% |
| 7D | +3.4% | -6.6% | +10.0% | +4.2% |
| 30D | -9.2% | -30.1% | +20.9% | -5.6% |
| 3M | -51.0% | -17.6% | -33.4% | -51.1% |
| 6M | +15.8% | -54.4% | +70.2% | +24.0% |
| YTD | +58.9% | -55.7% | +114.6% | +70.0% |
| 1Y | +68.5% | -71.0% | +139.6% | +89.5% |
| 3Y | +485.2% | -92.6% | +577.9% | +630.7% |
| All | +2,022.6% | -97.6% | +2,120.2% | +2,805.8% |
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