-69.2%
Z vs LCID
-96.8%
+27.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.4% | -12.8% | -4.4% |
| 7D | -4.6% | +8.9% | -13.5% | -6.1% |
| 30D | +8.3% | -15.4% | +23.7% | +11.6% |
| 3M | -11.6% | -52.9% | +41.3% | +1.1% |
| 6M | -33.6% | -46.8% | +13.2% | -28.0% |
| YTD | -56.7% | -68.9% | +12.2% | -48.7% |
| 1Y | -59.1% | -81.7% | +22.6% | -46.6% |
| 3Y | -20.4% | -92.4% | +72.0% | +11.3% |
| 5Y | -55.3% | -99.2% | +44.0% | -12.2% |
| All | -69.2% | -96.8% | +27.6% | -44.1% |
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 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