+277.9%
STT vs LCID
-95.4%
+373.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +20.0% | -17.6% | +37.6% | +19.8% |
| 6M | +55.3% | -54.4% | +109.7% | +62.1% |
| YTD | +53.3% | -55.7% | +109.1% | +59.9% |
| 1Y | +74.7% | -71.0% | +145.7% | +87.8% |
| 3Y | +205.8% | -92.6% | +298.5% | +250.9% |
| 5Y | +145.0% | -97.6% | +242.6% | +193.7% |
| All | +277.9% | -95.4% | +373.3% | +364.8% |
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