+236.9%
CB vs LCID
-96.5%
+333.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.4% |
| 7D | -1.5% | +20.0% | -21.5% | -1.5% |
| 30D | +6.5% | -5.0% | +11.5% | +6.5% |
| 3M | +4.1% | -48.9% | +52.9% | +4.0% |
| 6M | +14.4% | -43.2% | +57.6% | +14.4% |
| YTD | +17.5% | -65.9% | +83.4% | +17.6% |
| 1Y | +27.5% | -79.2% | +106.7% | +27.9% |
| 3Y | +71.6% | -90.4% | +162.0% | +72.1% |
| 5Y | +100.6% | -99.2% | +199.8% | +104.8% |
| All | +236.9% | -96.5% | +333.4% | +276.3% |
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