+207.3%
STT vs LCID
-92.2%
+299.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | 0.0% |
| 7D | +0.5% | -6.6% | +7.1% | +1.0% |
| 30D | +3.9% | -30.1% | +34.0% | +6.4% |
| 3M | +20.0% | -17.6% | +37.6% | +19.6% |
| 6M | +55.3% | -54.4% | +109.7% | +62.9% |
| YTD | +53.3% | -55.7% | +109.1% | +60.7% |
| 1Y | +74.7% | -71.0% | +145.7% | +89.4% |
| All | +207.3% | -92.2% | +299.6% | +262.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling