-37.5%
U vs LCID
-95.5%
+58.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.5% | +1.8% | +2.7% | +3.9% |
| 30D | -0.6% | -34.2% | +33.7% | +11.7% |
| 3M | +48.4% | -9.1% | +57.6% | +44.0% |
| 6M | +115.4% | -52.6% | +168.0% | +150.9% |
| YTD | -3.2% | -56.2% | +53.0% | +15.3% |
| 1Y | -6.0% | -74.9% | +68.8% | +31.0% |
| 3Y | +13.5% | -92.1% | +105.5% | +97.3% |
| 5Y | -68.0% | -97.6% | +29.5% | -20.0% |
| All | -37.5% | -95.5% | +58.0% | +83.6% |
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