+125.6%
WM vs LCID
-96.8%
+222.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.5% | -2.1% |
| 7D | +1.2% | +8.9% | -7.7% | +1.2% |
| 30D | +13.1% | -15.4% | +28.5% | +13.0% |
| 3M | +3.6% | -52.9% | +56.5% | +3.5% |
| 6M | +8.1% | -46.8% | +54.9% | +8.0% |
| YTD | +8.9% | -68.9% | +77.8% | +8.9% |
| 1Y | +20.3% | -81.7% | +102.0% | +20.3% |
| 3Y | +46.2% | -92.4% | +138.6% | +46.3% |
| 5Y | +59.9% | -99.2% | +159.1% | +60.1% |
| All | +125.6% | -96.8% | +222.4% | +132.4% |
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