-27.9%
ZBH vs LCID
-95.9%
+68.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.2% |
| 7D | -6.6% | -9.1% | +2.6% | -6.2% |
| 30D | -4.9% | -37.6% | +32.7% | -3.0% |
| 3M | +5.1% | -11.1% | +16.2% | +4.8% |
| 6M | +1.3% | -59.2% | +60.5% | +4.5% |
| YTD | +3.4% | -60.5% | +63.8% | +6.5% |
| 1Y | -8.7% | -78.5% | +69.8% | -3.5% |
| 3Y | -21.2% | -92.8% | +71.6% | -14.5% |
| 5Y | -29.2% | -97.9% | +68.7% | -20.2% |
| All | -27.9% | -95.9% | +68.0% | -14.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling