-18.4%
Z vs LCID
-93.7%
+75.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -11.6% | +0.9% | -8.7% |
| 7D | -2.3% | -6.9% | +4.6% | -1.0% |
| 30D | +9.4% | -28.4% | +37.7% | +15.3% |
| 3M | -16.1% | -55.5% | +39.4% | -5.2% |
| 6M | -30.4% | -52.3% | +21.9% | -24.1% |
| YTD | -55.6% | -71.8% | +16.2% | -47.9% |
| 1Y | -58.5% | -82.7% | +24.2% | -47.6% |
| All | -18.4% | -93.7% | +75.3% | +16.3% |
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