+168.1%
STT vs LCID
-93.0%
+261.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | -0.6% |
| 7D | -2.5% | +8.9% | -11.4% | -3.1% |
| 30D | -5.0% | -15.4% | +10.5% | -4.1% |
| 3M | -10.5% | -52.9% | +42.4% | -6.0% |
| 6M | +10.0% | -46.8% | +56.9% | +12.8% |
| YTD | +30.7% | -68.9% | +99.6% | +39.8% |
| 1Y | +43.8% | -81.7% | +125.4% | +60.8% |
| 3Y | +168.1% | -92.4% | +260.5% | +219.1% |
| All | +168.1% | -93.0% | +261.1% | +219.1% |
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