+42.4%
SYY vs LCID
-95.9%
+138.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +1.5% | -9.1% | +10.6% | +1.8% |
| 30D | -2.3% | -37.6% | +35.3% | -1.1% |
| 3M | +5.5% | -11.1% | +16.6% | +5.2% |
| 6M | -1.0% | -59.2% | +58.2% | +1.1% |
| YTD | +14.1% | -60.5% | +74.6% | +16.4% |
| 1Y | +5.6% | -78.5% | +84.1% | +9.6% |
| 3Y | +27.9% | -92.8% | +120.7% | +35.2% |
| 5Y | +22.7% | -97.9% | +120.6% | +33.6% |
| All | +42.4% | -95.9% | +138.4% | +69.8% |
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