-24.0%
WY vs LCID
-90.0%
+66.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.6% |
| 7D | +0.2% | +24.8% | -24.6% | -1.3% |
| 30D | +8.0% | -0.5% | +8.5% | +7.7% |
| 3M | -17.7% | -43.0% | +25.3% | -15.2% |
| 6M | -10.8% | -40.5% | +29.8% | -9.4% |
| YTD | -10.6% | -64.3% | +53.7% | -6.1% |
| 1Y | -5.7% | -78.1% | +72.3% | +3.1% |
| All | -24.0% | -90.0% | +66.0% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling