+107.7%
T vs LCID
-92.6%
+200.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -1.9% |
| 7D | -1.3% | -6.6% | +5.3% | -1.3% |
| 30D | +11.4% | -30.1% | +41.5% | +11.4% |
| 3M | +14.3% | -17.6% | +31.9% | +14.2% |
| 6M | -9.3% | -54.4% | +45.2% | -9.1% |
| YTD | +7.1% | -55.7% | +62.8% | +7.3% |
| 1Y | -9.1% | -71.0% | +61.9% | -8.5% |
| All | +107.7% | -92.6% | +200.3% | +118.7% |
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