-5.1%
WDAY vs LCID
-96.5%
+91.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -2.4% |
| 7D | -4.0% | +20.0% | -24.0% | -6.2% |
| 30D | +1.9% | -5.0% | +7.0% | +2.1% |
| 3M | +5.9% | -48.9% | +54.7% | +13.2% |
| 6M | +48.8% | -43.2% | +92.0% | +54.8% |
| YTD | -11.4% | -65.9% | +54.5% | -3.5% |
| 1Y | -15.5% | -79.2% | +63.6% | -3.2% |
| 3Y | -15.6% | -90.4% | +74.8% | -1.2% |
| 5Y | -35.2% | -99.2% | +64.0% | -6.5% |
| All | -5.1% | -96.5% | +91.4% | +19.7% |
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