+0.2%
WY vs LCID
-95.9%
+96.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.5% |
| 7D | -3.7% | -9.1% | +5.5% | -3.0% |
| 30D | -11.3% | -37.6% | +26.3% | -8.4% |
| 3M | -8.1% | -11.1% | +2.9% | -8.7% |
| 6M | -7.4% | -59.2% | +51.7% | -2.8% |
| YTD | -4.7% | -60.5% | +55.8% | -0.1% |
| 1Y | -9.2% | -78.5% | +69.3% | -0.4% |
| 3Y | -24.7% | -92.8% | +68.1% | -13.7% |
| 5Y | -21.6% | -97.9% | +76.3% | -5.3% |
| All | +0.2% | -95.9% | +96.1% | +28.9% |
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