+34.3%
ZBRA vs LCID
-95.9%
+130.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -3.8% | -9.1% | +5.4% | -2.5% |
| 30D | -10.2% | -37.6% | +27.4% | -4.5% |
| 3M | +58.7% | -11.1% | +69.7% | +58.0% |
| 6M | +61.9% | -59.2% | +121.1% | +77.8% |
| YTD | +41.7% | -60.5% | +102.1% | +55.4% |
| 1Y | +12.4% | -78.5% | +90.8% | +33.0% |
| 3Y | +34.2% | -92.8% | +127.0% | +71.4% |
| 5Y | -40.8% | -97.9% | +57.2% | -16.4% |
| All | +34.3% | -95.9% | +130.2% | +77.3% |
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 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