+126.7%
WM vs LCID
-96.3%
+223.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.3% |
| 7D | +1.2% | +24.8% | -23.7% | +1.2% |
| 30D | +13.7% | -0.5% | +14.2% | +13.7% |
| 3M | +5.2% | -43.0% | +48.2% | +5.1% |
| 6M | +11.2% | -40.5% | +51.7% | +11.1% |
| YTD | +9.4% | -64.3% | +73.8% | +9.4% |
| 1Y | +20.4% | -78.1% | +98.4% | +20.4% |
| 3Y | +44.7% | -90.1% | +134.8% | +44.8% |
| 5Y | +58.5% | -99.1% | +157.6% | +58.8% |
| All | +126.7% | -96.3% | +223.0% | +133.6% |
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