+288.7%
TEVA vs LCID
-95.8%
+384.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.9% |
| 7D | -1.7% | -9.3% | +7.6% | -1.0% |
| 30D | +2.0% | -35.4% | +37.4% | +5.4% |
| 3M | +7.0% | -17.1% | +24.1% | +7.1% |
| 6M | +17.0% | -58.9% | +75.9% | +23.5% |
| YTD | +18.1% | -59.6% | +77.7% | +24.2% |
| 1Y | +87.2% | -78.0% | +165.2% | +106.4% |
| 3Y | +283.1% | -92.7% | +375.7% | +340.8% |
| 5Y | +298.4% | -97.8% | +396.2% | +384.0% |
| All | +288.7% | -95.8% | +384.5% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling