+37.7%
WEC vs LCID
-95.5%
+133.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.1% |
| 7D | +0.8% | +1.8% | -0.9% | +0.8% |
| 30D | +0.3% | -34.2% | +34.6% | +0.2% |
| 3M | -2.9% | -9.1% | +6.2% | -2.9% |
| 6M | -5.9% | -52.6% | +46.7% | -5.9% |
| YTD | +4.1% | -56.2% | +60.3% | +4.2% |
| 1Y | +3.1% | -74.9% | +78.0% | +3.2% |
| 3Y | +40.8% | -92.1% | +132.8% | +40.3% |
| 5Y | +31.7% | -97.6% | +129.3% | +31.1% |
| All | +37.7% | -95.5% | +133.2% | +41.1% |
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