+41.2%
SYY vs LCID
-95.8%
+137.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +9.9% | +2.4% |
| 7D | -0.2% | -9.3% | +9.1% | 0.0% |
| 30D | -2.7% | -35.4% | +32.7% | -1.6% |
| 3M | +5.9% | -17.1% | +23.0% | +5.8% |
| 6M | -2.3% | -58.9% | +56.6% | -0.3% |
| YTD | +13.1% | -59.6% | +72.7% | +15.3% |
| 1Y | +3.8% | -78.0% | +81.7% | +7.6% |
| 3Y | +26.7% | -92.7% | +119.4% | +33.9% |
| 5Y | +19.4% | -97.8% | +117.3% | +29.9% |
| All | +41.2% | -95.8% | +137.0% | +68.2% |
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