+209.7%
WELL vs LCID
-92.6%
+302.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.1% |
| 7D | -0.8% | -6.6% | +5.8% | -0.8% |
| 30D | -0.1% | -30.1% | +30.1% | 0.0% |
| 3M | +18.0% | -17.6% | +35.6% | +17.8% |
| 6M | +15.0% | -54.4% | +69.4% | +15.8% |
| YTD | +28.6% | -55.7% | +84.3% | +29.4% |
| 1Y | +42.9% | -71.0% | +114.0% | +44.8% |
| All | +209.7% | -92.6% | +302.2% | +229.1% |
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 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