+21.7%
TECH vs LCID
-95.5%
+117.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | +0.1% | -34.2% | +34.4% | +5.5% |
| 3M | +37.5% | -9.1% | +46.6% | +35.9% |
| 6M | +34.6% | -52.6% | +87.2% | +44.3% |
| YTD | +23.5% | -56.2% | +79.7% | +33.1% |
| 1Y | +34.4% | -74.9% | +109.3% | +55.3% |
| 3Y | +2.3% | -92.1% | +94.3% | +28.5% |
| 5Y | -41.7% | -97.6% | +55.8% | -20.5% |
| All | +21.7% | -95.5% | +117.2% | +49.4% |
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