+78.0%
V vs LCID
-92.2%
+170.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.2% | +10.5% | +1.5% |
| 7D | +0.9% | -10.2% | +11.1% | +1.1% |
| 30D | +9.0% | -10.2% | +19.2% | +9.1% |
| 3M | +16.7% | -54.1% | +70.8% | +18.1% |
| 6M | +33.4% | -53.8% | +87.2% | +34.6% |
| YTD | +22.4% | -72.0% | +94.4% | +24.7% |
| 1Y | +27.7% | -80.5% | +108.2% | +31.1% |
| 3Y | +78.0% | -92.6% | +170.5% | +83.4% |
| All | +78.0% | -92.2% | +170.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling