+126.3%
WFC vs LCID
-92.2%
+218.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.6% | +0.9% |
| 7D | +2.5% | -10.2% | +12.7% | +3.1% |
| 30D | +7.0% | -10.2% | +17.2% | +7.4% |
| 3M | -1.8% | -54.1% | +52.4% | +2.3% |
| 6M | +18.4% | -53.8% | +72.2% | +21.9% |
| YTD | -5.6% | -72.0% | +66.4% | +0.2% |
| 1Y | +3.9% | -80.5% | +84.4% | +12.6% |
| 3Y | +126.3% | -92.6% | +218.9% | +167.0% |
| All | +126.3% | -92.2% | +218.5% | +167.0% |
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