+43.0%
SW vs LCID
-97.1%
+140.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.6% | +10.1% | -0.7% |
| 7D | +4.7% | -6.9% | +11.5% | +5.1% |
| 30D | +5.0% | -28.4% | +33.4% | +7.2% |
| 3M | -7.3% | -55.5% | +48.2% | -2.4% |
| 6M | +15.0% | -52.3% | +67.3% | +19.3% |
| YTD | +18.5% | -71.8% | +90.3% | +26.5% |
| 1Y | +27.1% | -82.7% | +109.8% | +40.0% |
| 3Y | +49.3% | -93.5% | +142.9% | +69.3% |
| 5Y | -1.6% | -99.3% | +97.7% | +17.9% |
| All | +43.0% | -97.1% | +140.1% | +89.6% |
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