+37.5%
ZBRA vs LCID
-92.3%
+129.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | -6.4% | -34.2% | +27.9% | -0.5% |
| 3M | +51.3% | -9.1% | +60.4% | +50.2% |
| 6M | +60.5% | -52.6% | +113.1% | +74.4% |
| YTD | +45.2% | -56.2% | +101.4% | +58.8% |
| 1Y | +12.3% | -74.9% | +87.2% | +32.9% |
| 3Y | +37.5% | -92.1% | +129.6% | +96.7% |
| All | +37.5% | -92.3% | +129.8% | +96.7% |
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