+238.4%
CB vs LCID
-96.8%
+335.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.8% |
| 7D | +0.2% | +8.9% | -8.7% | +0.3% |
| 30D | +9.1% | -15.4% | +24.5% | +9.0% |
| 3M | +3.4% | -52.9% | +56.3% | +3.4% |
| 6M | +14.1% | -46.8% | +60.9% | +14.1% |
| YTD | +18.0% | -68.9% | +86.9% | +18.1% |
| 1Y | +30.1% | -81.7% | +111.8% | +30.5% |
| 3Y | +71.8% | -92.4% | +164.2% | +72.6% |
| 5Y | +101.8% | -99.2% | +201.0% | +106.0% |
| All | +238.4% | -96.8% | +335.2% | +277.8% |
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