+362.8%
WAB vs LCID
-96.3%
+459.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.5% |
| 7D | +4.0% | +24.8% | -20.8% | +2.6% |
| 30D | +6.3% | -0.5% | +6.9% | +6.1% |
| 3M | +3.3% | -43.0% | +46.2% | +6.4% |
| 6M | +14.5% | -40.5% | +55.0% | +16.3% |
| YTD | +42.7% | -64.3% | +107.0% | +49.2% |
| 1Y | +45.2% | -78.1% | +123.3% | +56.4% |
| 3Y | +173.8% | -90.1% | +263.8% | +199.7% |
| 5Y | +223.8% | -99.1% | +322.9% | +287.0% |
| All | +362.8% | -96.3% | +459.1% | +430.7% |
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