+59.6%
T vs LCID
-93.0%
+152.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -0.9% |
| 7D | +1.0% | +8.9% | -7.9% | +1.0% |
| 30D | -10.6% | -15.4% | +4.8% | -10.6% |
| 3M | -7.7% | -52.9% | +45.1% | -7.8% |
| 6M | -13.3% | -46.8% | +33.5% | -13.4% |
| YTD | -8.8% | -68.9% | +60.1% | -8.7% |
| 1Y | -8.4% | -81.7% | +73.3% | -7.8% |
| 3Y | +59.6% | -92.4% | +152.0% | +64.0% |
| All | +59.6% | -93.0% | +152.7% | +64.0% |
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