+81.5%
WAT vs LCID
-93.0%
+174.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.4% | +0.1% |
| 7D | -1.1% | +8.9% | -10.0% | -2.0% |
| 30D | +5.0% | -15.4% | +20.4% | +6.2% |
| 3M | +14.5% | -52.9% | +67.4% | +21.6% |
| 6M | +30.9% | -46.8% | +77.8% | +35.6% |
| YTD | +20.5% | -68.9% | +89.3% | +30.7% |
| 1Y | +23.3% | -81.7% | +105.0% | +40.7% |
| 3Y | +81.5% | -92.4% | +173.9% | +120.7% |
| All | +81.5% | -93.0% | +174.5% | +120.7% |
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 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