-41.2%
TECH vs LCID
-99.2%
+58.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | -1.3% |
| 7D | +0.2% | +8.9% | -8.8% | -1.3% |
| 30D | +0.3% | -15.4% | +15.8% | +2.1% |
| 3M | +1.3% | -52.9% | +54.2% | +11.6% |
| 6M | +54.0% | -46.8% | +100.8% | +62.2% |
| YTD | +24.3% | -68.9% | +93.2% | +40.8% |
| 1Y | +25.8% | -81.7% | +107.5% | +54.0% |
| 3Y | +26.0% | -92.4% | +118.3% | +63.4% |
| All | -41.2% | -99.2% | +58.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling