+24.0%
SYY vs LCID
-92.3%
+116.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.8% | +1.8% | -4.5% | -2.8% |
| 30D | -5.3% | -34.2% | +29.0% | -4.6% |
| 3M | +5.1% | -9.1% | +14.2% | +4.8% |
| 6M | -5.0% | -52.6% | +47.6% | -3.8% |
| YTD | +10.7% | -56.2% | +66.9% | +12.2% |
| 1Y | +0.7% | -74.9% | +75.6% | +3.3% |
| 3Y | +24.0% | -92.1% | +116.1% | +31.8% |
| All | +24.0% | -92.3% | +116.3% | +31.8% |
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 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