-68.9%
Z vs LCID
-97.1%
+28.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.2% | +12.7% | +5.2% |
| 7D | +0.8% | -10.2% | +11.0% | +2.5% |
| 30D | +5.2% | -10.2% | +15.4% | +6.8% |
| 3M | -17.0% | -54.1% | +37.1% | -4.9% |
| 6M | -22.7% | -53.8% | +31.1% | -14.0% |
| YTD | -56.3% | -72.0% | +15.7% | -47.4% |
| 1Y | -57.7% | -80.5% | +22.9% | -45.5% |
| 3Y | -16.5% | -92.6% | +76.0% | +16.6% |
| 5Y | -53.4% | -99.3% | +45.9% | -6.4% |
| All | -68.9% | -97.1% | +28.2% | -42.7% |
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