+110.4%
CARR vs LCID
-95.4%
+205.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.9% |
| 7D | +1.6% | -6.6% | +8.2% | +2.1% |
| 30D | -8.7% | -30.1% | +21.4% | -6.3% |
| 3M | -12.6% | -17.6% | +5.0% | -12.7% |
| 6M | -1.5% | -54.4% | +52.9% | +3.1% |
| YTD | +14.3% | -55.7% | +70.0% | +19.5% |
| 1Y | -4.6% | -71.0% | +66.5% | +3.0% |
| 3Y | +7.3% | -92.6% | +100.0% | +23.6% |
| 5Y | +11.6% | -97.6% | +109.2% | +34.6% |
| All | +110.4% | -95.4% | +205.9% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling