+154.5%
STT vs LCID
-97.6%
+252.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | 0.0% |
| 7D | +0.5% | -6.6% | +7.1% | +1.1% |
| 30D | +3.9% | -30.1% | +34.0% | +7.1% |
| 3M | +20.0% | -17.6% | +37.6% | +19.7% |
| 6M | +55.3% | -54.4% | +109.7% | +63.7% |
| YTD | +53.3% | -55.7% | +109.1% | +61.5% |
| 1Y | +74.7% | -71.0% | +145.7% | +91.0% |
| 3Y | +205.8% | -92.6% | +298.5% | +265.4% |
| All | +154.5% | -97.6% | +252.1% | +233.7% |
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