+320.4%
WWD vs LCID
-95.8%
+416.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | 0.0% |
| 7D | +0.6% | -9.3% | +10.0% | +1.2% |
| 30D | -5.1% | -35.4% | +30.3% | -2.5% |
| 3M | -11.2% | -17.1% | +5.8% | -11.2% |
| 6M | -12.0% | -58.9% | +46.9% | -8.2% |
| YTD | +12.0% | -59.6% | +71.6% | +16.7% |
| 1Y | +42.8% | -78.0% | +120.8% | +54.1% |
| 3Y | +168.9% | -92.7% | +261.6% | +199.1% |
| 5Y | +192.2% | -97.8% | +290.1% | +239.5% |
| All | +320.4% | -95.8% | +416.3% | +409.0% |
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