+39.2%
SYK vs LCID
-95.9%
+135.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.9% |
| 7D | -12.3% | -9.1% | -3.2% | -12.0% |
| 30D | -22.4% | -37.6% | +15.2% | -21.1% |
| 3M | -12.3% | -11.1% | -1.3% | -12.3% |
| 6M | -24.3% | -59.2% | +34.9% | -22.4% |
| YTD | -22.8% | -60.5% | +37.7% | -20.9% |
| 1Y | -28.8% | -78.5% | +49.7% | -25.6% |
| 3Y | -4.0% | -92.8% | +88.9% | +2.5% |
| 5Y | +3.8% | -97.9% | +101.8% | +14.8% |
| All | +39.2% | -95.9% | +135.2% | +64.3% |
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