-5.3%
SYK vs LCID
-92.9%
+87.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -9.1% | -9.8% | +0.7% | -8.8% |
| 30D | -20.6% | -35.5% | +14.8% | -19.5% |
| 3M | -9.6% | -18.4% | +8.8% | -9.3% |
| 6M | -19.9% | -60.5% | +40.6% | -18.3% |
| YTD | -21.2% | -60.1% | +38.9% | -19.8% |
| 1Y | -28.4% | -78.8% | +50.4% | -26.0% |
| 3Y | -5.3% | -92.8% | +87.4% | -0.3% |
| All | -5.3% | -92.9% | +87.6% | -0.3% |
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 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