+2,002.3%
STX vs LCID
-95.4%
+2,097.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +6.2% |
| 7D | +2.4% | -6.6% | +8.9% | +2.9% |
| 30D | +1.4% | -30.1% | +31.5% | +4.1% |
| 3M | -8.2% | -17.6% | +9.4% | -8.2% |
| 6M | +127.0% | -54.4% | +181.5% | +137.7% |
| YTD | +209.1% | -55.7% | +264.9% | +223.4% |
| 1Y | +365.4% | -71.0% | +436.5% | +401.8% |
| 3Y | +1,135.4% | -92.6% | +1,228.0% | +1,313.6% |
| 5Y | +991.5% | -97.6% | +1,089.1% | +1,222.0% |
| All | +2,002.3% | -95.4% | +2,097.7% | +2,620.7% |
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 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