+546.0%
SU vs LCID
-95.9%
+641.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +2.2% | -9.8% | +12.1% | +2.7% |
| 30D | +8.4% | -35.5% | +43.9% | +10.6% |
| 3M | +12.1% | -18.4% | +30.5% | +12.0% |
| 6M | +19.7% | -60.5% | +80.2% | +24.0% |
| YTD | +58.4% | -60.1% | +118.5% | +63.6% |
| 1Y | +67.2% | -78.8% | +146.0% | +78.5% |
| 3Y | +125.0% | -92.8% | +217.8% | +147.7% |
| 5Y | +355.1% | -97.9% | +452.9% | +420.4% |
| All | +546.0% | -95.9% | +641.9% | +783.8% |
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 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