+3,456.2%
STRL vs LCID
-95.4%
+3,551.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.0% | +5.6% |
| 7D | +3.4% | -6.6% | +10.0% | +4.0% |
| 30D | -9.2% | -30.1% | +20.9% | -6.3% |
| 3M | -51.0% | -17.6% | -33.4% | -51.1% |
| 6M | +15.8% | -54.4% | +70.2% | +22.3% |
| YTD | +58.9% | -55.7% | +114.6% | +67.7% |
| 1Y | +68.5% | -71.0% | +139.6% | +85.0% |
| 3Y | +485.2% | -92.6% | +577.9% | +593.0% |
| 5Y | +2,005.1% | -97.6% | +2,102.7% | +2,570.7% |
| All | +3,456.2% | -95.4% | +3,551.6% | +4,643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling