+176.0%
CAH vs LCID
-90.3%
+266.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +5.9% | +8.9% | -3.0% | +6.1% |
| 30D | +16.5% | +6.8% | +9.7% | +16.7% |
| 3M | +15.7% | -45.2% | +61.0% | +14.5% |
| 6M | +52.7% | -39.1% | +91.9% | +51.9% |
| YTD | +36.3% | -65.3% | +101.6% | +34.6% |
| 1Y | +36.7% | -78.4% | +115.1% | +34.2% |
| All | +176.0% | -90.3% | +266.2% | +167.2% |
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