+21.4%
YUM vs LCID
-92.8%
+114.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.8% | +5.4% | -2.2% |
| 7D | -3.6% | -9.3% | +5.8% | -3.3% |
| 30D | +0.4% | -35.4% | +35.8% | +1.6% |
| 3M | -3.8% | -17.1% | +13.3% | -3.9% |
| 6M | -8.3% | -58.9% | +50.7% | -5.9% |
| YTD | -2.6% | -59.6% | +57.0% | -0.3% |
| 1Y | +1.5% | -78.0% | +79.5% | +6.9% |
| All | +21.4% | -92.8% | +114.2% | +36.1% |
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