+10.2%
CARR vs LCID
-97.9%
+108.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.2% |
| 7D | +0.6% | -9.3% | +10.0% | +1.6% |
| 30D | -8.7% | -35.4% | +26.7% | -4.7% |
| 3M | -18.4% | -17.1% | -1.3% | -18.8% |
| 6M | -0.6% | -58.9% | +58.3% | +6.6% |
| YTD | +10.9% | -59.6% | +70.5% | +18.5% |
| 1Y | -7.3% | -78.0% | +70.7% | +5.4% |
| 3Y | +2.9% | -92.7% | +95.6% | +24.7% |
| All | +10.2% | -97.9% | +108.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling