+299.2%
TEVA vs LCID
-97.9%
+397.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.9% |
| 7D | +2.0% | -9.8% | +11.8% | +2.9% |
| 30D | +1.0% | -35.5% | +36.4% | +4.8% |
| 3M | +7.3% | -18.4% | +25.7% | +7.7% |
| 6M | +21.7% | -60.5% | +82.2% | +30.1% |
| YTD | +18.8% | -60.1% | +78.9% | +26.2% |
| 1Y | +86.5% | -78.8% | +165.3% | +109.6% |
| 3Y | +269.4% | -92.8% | +362.2% | +337.1% |
| All | +299.2% | -97.9% | +397.2% | +438.7% |
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 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