-11.7%
WDAY vs LCID
-93.0%
+81.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.4% | -14.0% | -4.6% |
| 7D | -2.5% | +8.9% | -11.4% | -3.4% |
| 30D | +4.7% | -15.4% | +20.1% | +6.0% |
| 3M | +13.3% | -52.9% | +66.2% | +20.6% |
| 6M | +57.3% | -46.8% | +104.2% | +63.6% |
| YTD | -10.2% | -68.9% | +58.7% | -3.1% |
| 1Y | -14.1% | -81.7% | +67.6% | -3.9% |
| 3Y | -11.7% | -92.4% | +80.7% | -0.4% |
| All | -11.7% | -93.0% | +81.3% | -0.4% |
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 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