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  • SW vs LCID✓SelectedUSD · LCIDSW vs LCID performance historyLatest closeAs of+1.26%09/04
Stock and ETF performance explorer

SW vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+47.2%
LCID return
-95.4%
Excess return
+142.7%
Maximum drawdown
-54.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D+1.3%+1.7%-0.5%+1.1%
7D-5.1%-6.6%+1.5%-4.7%
30D-4.6%-30.1%+25.6%-2.3%
3M+9.4%-17.6%+27.0%+9.7%
6M+3.5%-54.4%+57.9%+7.6%
YTD+22.0%-55.7%+77.8%+26.6%
1Y+2.2%-71.0%+73.2%+8.7%
3Y+19.6%-92.6%+112.2%+33.5%
5Y-2.3%-97.6%+95.3%+13.7%
All+47.2%-95.4%+142.7%+89.7%

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