+1,153.9%
STX vs LCID
-96.5%
+1,250.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.4% | +0.4% | +9.0% |
| 7D | -14.8% | +20.0% | -34.8% | -16.0% |
| 30D | -35.4% | -5.0% | -30.3% | -35.2% |
| 3M | -37.7% | -48.9% | +11.2% | -34.6% |
| 6M | -35.2% | -43.2% | +8.0% | -33.5% |
| YTD | +84.4% | -65.9% | +150.3% | +96.4% |
| 1Y | +82.3% | -79.2% | +161.4% | +101.1% |
| 3Y | +646.2% | -90.4% | +736.6% | +736.7% |
| 5Y | +487.4% | -99.2% | +586.6% | +627.5% |
| All | +1,153.9% | -96.5% | +1,250.4% | +1,551.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling