-15.2%
STZ vs LCID
-96.8%
+81.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -2.1% |
| 7D | +4.9% | +8.9% | -4.0% | +4.6% |
| 30D | +20.9% | -15.4% | +36.3% | +21.3% |
| 3M | +8.0% | -52.9% | +60.8% | +10.4% |
| 6M | -5.3% | -46.8% | +41.6% | -4.2% |
| YTD | +5.9% | -68.9% | +74.8% | +8.9% |
| 1Y | +14.2% | -81.7% | +95.9% | +19.8% |
| 3Y | -37.0% | -92.4% | +55.4% | -33.1% |
| 5Y | -29.7% | -99.2% | +69.5% | -23.7% |
| All | -15.2% | -96.8% | +81.6% | -0.5% |
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