+143.9%
WAT vs LCID
-96.5%
+240.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +3.4% |
| 7D | +6.0% | +20.0% | -14.0% | +4.4% |
| 30D | +9.9% | -5.0% | +14.9% | +10.0% |
| 3M | +17.2% | -48.9% | +66.0% | +22.8% |
| 6M | +34.2% | -43.2% | +77.5% | +37.7% |
| YTD | +25.5% | -65.9% | +91.4% | +33.3% |
| 1Y | +28.3% | -79.2% | +107.4% | +41.4% |
| 3Y | +88.4% | -90.4% | +178.8% | +112.0% |
| 5Y | +36.1% | -99.2% | +135.3% | +70.1% |
| All | +143.9% | -96.5% | +240.4% | +191.9% |
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