-19.7%
ZBH vs LCID
-92.3%
+72.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -3.9% |
| 7D | -5.2% | +1.8% | -7.0% | -5.3% |
| 30D | -2.4% | -34.2% | +31.8% | -0.6% |
| 3M | +8.3% | -9.1% | +17.4% | +7.7% |
| 6M | +0.7% | -52.6% | +53.3% | +3.4% |
| YTD | +5.3% | -56.2% | +61.5% | +8.4% |
| 1Y | -9.1% | -74.9% | +65.8% | -3.7% |
| 3Y | -19.7% | -92.1% | +72.4% | -12.3% |
| All | -19.7% | -92.3% | +72.6% | -12.3% |
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