+57.3%
WDAY vs LCID
-44.0%
+101.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.4% | -14.0% | -4.9% |
| 7D | -2.5% | +8.9% | -11.4% | -3.8% |
| 30D | +4.7% | -15.4% | +20.1% | +6.4% |
| 3M | +13.3% | -52.9% | +66.2% | +22.8% |
| 6M | +57.3% | -46.8% | +104.2% | +66.6% |
| All | +57.3% | -44.0% | +101.3% | +66.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling