-3.8%
WBD vs LCID
-83.2%
+79.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +3.1% | +3.2% | -0.1% | +2.5% |
| 30D | +34.4% | -18.1% | +52.5% | +38.4% |
| 3M | +110.6% | -19.3% | +130.0% | +116.5% |
| 6M | +153.4% | -31.6% | +184.9% | +163.0% |
| YTD | +117.4% | -43.1% | +160.5% | +130.3% |
| 1Y | +150.3% | -22.3% | +172.6% | +151.4% |
| 3Y | +112.8% | -85.8% | +198.6% | +155.0% |
| 5Y | +0.3% | -82.3% | +82.6% | +15.0% |
| All | -3.8% | -83.2% | +79.5% | +16.4% |
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 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