+59.9%
ZBRA vs LCID
-92.2%
+152.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.2% | +3.3% |
| 7D | +0.6% | -10.2% | +10.8% | +1.9% |
| 30D | -14.0% | -10.2% | -3.8% | -13.3% |
| 3M | -14.7% | -54.1% | +39.5% | -5.6% |
| 6M | +31.3% | -53.8% | +85.1% | +42.3% |
| YTD | +33.4% | -72.0% | +105.5% | +53.7% |
| 1Y | +34.1% | -80.5% | +114.6% | +62.3% |
| 3Y | +59.9% | -92.6% | +152.5% | +128.0% |
| All | +59.9% | -92.2% | +152.1% | +128.0% |
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