+173.8%
WPM vs LCID
-97.1%
+271.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +9.0% | +0.1% |
| 7D | -3.6% | -10.2% | +6.6% | -3.2% |
| 30D | +1.4% | -10.2% | +11.6% | +1.7% |
| 3M | -0.2% | -54.1% | +53.9% | +2.6% |
| 6M | -7.3% | -53.8% | +46.4% | -5.4% |
| YTD | +12.3% | -72.0% | +84.4% | +16.4% |
| 1Y | +24.9% | -80.5% | +105.4% | +30.8% |
| 3Y | +210.4% | -92.6% | +302.9% | +228.9% |
| 5Y | +210.4% | -99.3% | +309.7% | +240.1% |
| All | +173.8% | -97.1% | +271.0% | +214.3% |
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