-24.0%
STZ vs LCID
-95.4%
+71.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.9% | -6.6% | +4.7% | -1.7% |
| 30D | -1.9% | -30.1% | +28.3% | -0.8% |
| 3M | -6.2% | -17.6% | +11.4% | -6.2% |
| 6M | -14.0% | -54.4% | +40.4% | -12.3% |
| YTD | -5.1% | -55.7% | +50.6% | -3.4% |
| 1Y | -9.6% | -71.0% | +61.5% | -6.5% |
| 3Y | -47.2% | -92.6% | +45.4% | -43.9% |
| 5Y | -33.6% | -97.6% | +64.0% | -28.3% |
| All | -24.0% | -95.4% | +71.4% | -11.7% |
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 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