+4.9%
WY vs LCID
-95.4%
+100.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -1.7% | -6.6% | +4.9% | -1.3% |
| 30D | -10.1% | -30.1% | +20.1% | -7.9% |
| 3M | -5.1% | -17.6% | +12.5% | -5.2% |
| 6M | -4.8% | -54.4% | +49.7% | -0.8% |
| YTD | -0.2% | -55.7% | +55.5% | +3.7% |
| 1Y | -6.6% | -71.0% | +64.4% | 0.0% |
| 3Y | -22.7% | -92.6% | +69.9% | -11.6% |
| 5Y | -22.2% | -97.6% | +75.4% | -6.8% |
| All | +4.9% | -95.4% | +100.3% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling