-27.4%
U vs LCID
-96.4%
+69.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | +16.9% | +8.9% | +8.0% | +13.0% |
| 30D | +6.4% | +6.8% | -0.5% | +3.0% |
| 3M | +13.2% | -45.2% | +58.4% | +31.8% |
| 6M | +84.8% | -39.1% | +123.9% | +98.1% |
| YTD | +12.4% | -65.3% | +77.7% | +40.7% |
| 1Y | +19.8% | -78.4% | +98.2% | +72.0% |
| 3Y | +83.8% | -90.3% | +174.2% | +193.6% |
| 5Y | -72.7% | -99.2% | +26.4% | -24.7% |
| All | -27.4% | -96.4% | +69.1% | +124.1% |
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