+390.8%
WELL vs LCID
-95.5%
+486.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.5% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +0.5% | -34.2% | +34.8% | +1.4% |
| 3M | +19.1% | -9.1% | +28.2% | +18.7% |
| 6M | +17.0% | -52.6% | +69.6% | +18.5% |
| YTD | +29.2% | -56.2% | +85.4% | +31.0% |
| 1Y | +42.1% | -74.9% | +117.0% | +46.4% |
| 3Y | +204.5% | -92.1% | +296.6% | +219.8% |
| 5Y | +211.0% | -97.6% | +308.5% | +232.8% |
| All | +390.8% | -95.5% | +486.3% | +467.9% |
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