+411.7%
WELL vs LCID
-96.5%
+508.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +0.7% |
| 7D | +3.5% | +20.0% | -16.5% | +3.0% |
| 30D | +9.7% | -5.0% | +14.7% | +9.7% |
| 3M | +4.8% | -48.9% | +53.7% | +6.2% |
| 6M | +16.1% | -43.2% | +59.3% | +16.8% |
| YTD | +34.7% | -65.9% | +100.6% | +37.2% |
| 1Y | +31.9% | -79.2% | +111.1% | +36.3% |
| 3Y | +209.9% | -90.4% | +300.3% | +221.7% |
| 5Y | +226.5% | -99.2% | +325.7% | +253.2% |
| All | +411.7% | -96.5% | +508.2% | +494.6% |
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