+339.5%
CAT vs LCID
-97.1%
+436.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | -0.2% |
| 7D | +7.4% | -10.2% | +17.6% | +8.2% |
| 30D | -19.7% | -10.2% | -9.5% | -19.3% |
| 3M | -29.6% | -54.1% | +24.5% | -25.9% |
| 6M | -33.2% | -53.8% | +20.6% | -30.6% |
| YTD | +5.7% | -72.0% | +77.7% | +13.3% |
| 1Y | +9.3% | -80.5% | +89.9% | +20.1% |
| 3Y | +158.3% | -92.6% | +250.9% | +192.4% |
| 5Y | +211.6% | -99.3% | +310.9% | +281.4% |
| All | +339.5% | -97.1% | +436.6% | +428.3% |
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