-13.6%
STZ vs LCID
-97.1%
+83.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.6% | +10.9% | -0.3% |
| 7D | +11.8% | -6.9% | +18.7% | +12.0% |
| 30D | +26.0% | -28.4% | +54.3% | +27.2% |
| 3M | +11.5% | -55.5% | +67.1% | +14.3% |
| 6M | -2.0% | -52.3% | +50.4% | -0.4% |
| YTD | +7.9% | -71.8% | +79.7% | +11.3% |
| 1Y | +13.9% | -82.7% | +96.6% | +19.7% |
| 3Y | -35.8% | -93.5% | +57.7% | -31.5% |
| 5Y | -28.4% | -99.3% | +70.9% | -22.0% |
| All | -13.6% | -97.1% | +83.5% | +1.6% |
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