+42.0%
SYK vs LCID
-95.8%
+137.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.1% |
| 7D | -11.8% | -9.3% | -2.4% | -11.5% |
| 30D | -20.4% | -35.4% | +15.0% | -19.1% |
| 3M | -12.1% | -17.1% | +5.0% | -11.9% |
| 6M | -24.3% | -58.9% | +34.6% | -22.5% |
| YTD | -21.2% | -59.6% | +38.4% | -19.4% |
| 1Y | -29.2% | -78.0% | +48.8% | -26.1% |
| 3Y | -2.1% | -92.7% | +90.6% | +4.5% |
| 5Y | +4.7% | -97.8% | +102.6% | +15.7% |
| All | +42.0% | -95.8% | +137.9% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling