+183.1%
STT vs LCID
-92.2%
+275.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.5% |
| 7D | +4.8% | -10.2% | +14.9% | +5.5% |
| 30D | +3.9% | -10.2% | +14.1% | +4.4% |
| 3M | -8.2% | -54.1% | +46.0% | -3.4% |
| 6M | +15.6% | -53.8% | +69.4% | +19.8% |
| YTD | +37.6% | -72.0% | +109.7% | +48.3% |
| 1Y | +50.1% | -80.5% | +130.6% | +66.8% |
| 3Y | +183.1% | -92.6% | +275.6% | +241.2% |
| All | +183.1% | -92.2% | +275.2% | +241.2% |
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