-25.2%
SWKS vs LCID
-92.6%
+67.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +12.5% | -6.6% | +19.1% | +13.5% |
| 30D | +10.5% | -30.1% | +40.6% | +15.5% |
| 3M | -7.4% | -17.6% | +10.2% | -6.8% |
| 6M | +32.7% | -54.4% | +87.1% | +43.1% |
| YTD | +19.2% | -55.7% | +74.9% | +28.2% |
| 1Y | +2.4% | -71.0% | +73.4% | +16.2% |
| All | -25.2% | -92.6% | +67.3% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling