+468.7%
CAH vs LCID
-95.9%
+564.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -5.1% | -9.8% | +4.7% | -5.1% |
| 30D | +0.2% | -35.5% | +35.6% | 0.0% |
| 3M | +6.3% | -18.4% | +24.7% | +6.3% |
| 6M | +9.4% | -60.5% | +69.9% | +9.2% |
| YTD | +15.0% | -60.1% | +75.0% | +14.7% |
| 1Y | +55.4% | -78.8% | +134.2% | +55.1% |
| 3Y | +173.8% | -92.8% | +266.6% | +173.5% |
| 5Y | +395.2% | -97.9% | +493.1% | +398.3% |
| All | +468.7% | -95.9% | +564.6% | +477.6% |
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 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