+301.0%
WFC vs LCID
-95.5%
+396.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +0.8% | -34.2% | +35.0% | +3.5% |
| 3M | +9.3% | -9.1% | +18.4% | +8.7% |
| 6M | +10.6% | -52.6% | +63.2% | +14.5% |
| YTD | -4.1% | -56.2% | +52.1% | -0.4% |
| 1Y | +13.6% | -74.9% | +88.5% | +22.0% |
| 3Y | +130.7% | -92.1% | +222.8% | +157.9% |
| 5Y | +126.7% | -97.6% | +224.3% | +164.1% |
| All | +301.0% | -95.5% | +396.5% | +385.9% |
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