+184.6%
WPM vs LCID
-96.3%
+280.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -5.3% |
| 7D | +16.4% | +24.8% | -8.5% | +15.2% |
| 30D | -1.5% | -0.5% | -0.9% | -1.6% |
| 3M | +2.6% | -43.0% | +45.5% | +4.4% |
| 6M | -1.3% | -40.5% | +39.2% | -0.3% |
| YTD | +16.8% | -64.3% | +81.1% | +19.7% |
| 1Y | +34.1% | -78.1% | +112.2% | +39.6% |
| 3Y | +225.1% | -90.1% | +315.2% | +240.8% |
| 5Y | +234.5% | -99.1% | +333.6% | +262.8% |
| All | +184.6% | -96.3% | +280.9% | +223.4% |
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