+2,138.7%
STX vs LCID
-95.5%
+2,234.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.6% |
| 7D | +10.7% | +1.8% | +9.0% | +10.6% |
| 30D | +11.3% | -34.2% | +45.5% | +14.7% |
| 3M | +3.2% | -9.1% | +12.3% | +2.4% |
| 6M | +157.0% | -52.6% | +209.6% | +168.2% |
| YTD | +229.2% | -56.2% | +285.4% | +244.7% |
| 1Y | +381.8% | -74.9% | +456.7% | +424.9% |
| 3Y | +1,383.2% | -92.1% | +1,475.2% | +1,586.9% |
| 5Y | +1,144.9% | -97.6% | +1,242.4% | +1,408.9% |
| All | +2,138.7% | -95.5% | +2,234.2% | +2,799.4% |
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