-7.1%
WDAY vs LCID
-95.5%
+88.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | -6.1% | +1.8% | -7.9% | -6.3% |
| 30D | +3.7% | -34.2% | +37.9% | +8.4% |
| 3M | +29.6% | -9.1% | +38.7% | +28.9% |
| 6M | +23.3% | -52.6% | +75.9% | +31.0% |
| YTD | -13.3% | -56.2% | +42.9% | -7.5% |
| 1Y | -19.6% | -74.9% | +55.3% | -9.4% |
| 3Y | -25.7% | -92.1% | +66.4% | -10.4% |
| 5Y | -31.6% | -97.6% | +66.0% | -10.3% |
| All | -7.1% | -95.5% | +88.4% | +14.6% |
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