+340.5%
CAT vs LCID
-96.4%
+436.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.1% |
| 7D | +1.7% | +8.9% | -7.2% | +1.1% |
| 30D | -24.6% | +6.8% | -31.4% | -25.1% |
| 3M | -28.5% | -45.2% | +16.7% | -25.7% |
| 6M | -34.8% | -39.1% | +4.3% | -33.6% |
| YTD | +5.9% | -65.3% | +71.2% | +11.9% |
| 1Y | +6.8% | -78.4% | +85.2% | +16.5% |
| 3Y | +161.1% | -90.3% | +251.4% | +190.4% |
| 5Y | +213.4% | -99.2% | +312.6% | +278.3% |
| All | +340.5% | -96.4% | +436.9% | +421.7% |
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