+117.7%
V vs LCID
-96.5%
+214.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.4% |
| 7D | -0.8% | +20.0% | -20.8% | -1.4% |
| 30D | +9.5% | -5.0% | +14.5% | +9.5% |
| 3M | +16.7% | -48.9% | +65.5% | +18.8% |
| 6M | +32.9% | -43.2% | +76.2% | +34.2% |
| YTD | +21.1% | -65.9% | +87.0% | +24.0% |
| 1Y | +26.6% | -79.2% | +105.8% | +31.8% |
| 3Y | +78.4% | -90.4% | +168.8% | +86.7% |
| 5Y | +105.5% | -99.2% | +204.7% | +123.9% |
| All | +117.7% | -96.5% | +214.2% | +152.6% |
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