+117.7%
WFC vs LCID
-93.0%
+210.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.0% |
| 7D | +1.2% | +8.9% | -7.7% | +0.7% |
| 30D | +5.2% | -15.4% | +20.6% | +6.0% |
| 3M | -3.0% | -52.9% | +49.8% | +0.9% |
| 6M | +6.2% | -46.8% | +53.1% | +8.5% |
| YTD | -7.9% | -68.9% | +61.0% | -2.7% |
| 1Y | +0.3% | -81.7% | +82.0% | +9.2% |
| 3Y | +117.7% | -92.4% | +210.1% | +154.9% |
| All | +117.7% | -93.0% | +210.7% | +154.9% |
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 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