+673.8%
STX vs LCID
-92.2%
+766.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.2% | +6.1% | -2.3% |
| 7D | +14.6% | -10.2% | +24.8% | +15.6% |
| 30D | -26.0% | -10.2% | -15.8% | -25.4% |
| 3M | -42.6% | -54.1% | +11.5% | -39.2% |
| 6M | -35.3% | -53.8% | +18.5% | -32.1% |
| YTD | +92.5% | -72.0% | +164.5% | +109.9% |
| 1Y | +102.4% | -80.5% | +182.9% | +126.1% |
| 3Y | +673.8% | -92.6% | +766.4% | +818.8% |
| All | +673.8% | -92.2% | +766.0% | +818.8% |
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 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