+133.1%
WM vs LCID
-96.8%
+229.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.3% | +12.9% | +1.6% |
| 7D | +1.2% | +9.2% | -8.1% | +1.2% |
| 30D | +15.2% | -3.0% | +18.2% | +15.2% |
| 3M | +8.3% | -50.2% | +58.6% | +8.2% |
| 6M | +13.1% | -45.8% | +59.0% | +13.0% |
| YTD | +12.5% | -69.2% | +81.7% | +12.5% |
| 1Y | +21.8% | -80.4% | +102.2% | +21.8% |
| 3Y | +48.8% | -91.4% | +140.2% | +48.8% |
| 5Y | +62.1% | -99.3% | +161.3% | +62.2% |
| All | +133.1% | -96.8% | +229.9% | +140.1% |
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