+233.8%
CBOE vs LCID
-95.9%
+329.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -5.8% | -9.8% | +4.0% | -5.8% |
| 30D | -3.1% | -35.5% | +32.3% | -3.1% |
| 3M | -4.8% | -18.4% | +13.6% | -4.9% |
| 6M | -0.6% | -60.5% | +59.9% | -0.4% |
| YTD | +12.8% | -60.1% | +72.9% | +12.9% |
| 1Y | +19.8% | -78.8% | +98.6% | +20.2% |
| 3Y | +86.9% | -92.8% | +179.7% | +89.5% |
| 5Y | +136.5% | -97.9% | +234.4% | +148.2% |
| All | +233.8% | -95.9% | +329.7% | +256.2% |
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