+494.6%
CAT vs LCID
-95.4%
+590.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | +1.7% | -6.6% | +8.3% | +2.2% |
| 30D | -6.6% | -30.1% | +23.6% | -4.3% |
| 3M | -13.3% | -17.6% | +4.3% | -13.2% |
| 6M | +11.6% | -54.4% | +66.0% | +16.3% |
| YTD | +42.9% | -55.7% | +98.7% | +48.9% |
| 1Y | +95.4% | -71.0% | +166.5% | +109.2% |
| 3Y | +196.6% | -92.6% | +289.2% | +234.6% |
| 5Y | +321.7% | -97.6% | +419.3% | +390.0% |
| All | +494.6% | -95.4% | +590.0% | +594.4% |
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