+199.3%
CBOE vs LCID
-99.2%
+298.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.2% |
| 7D | +6.9% | +8.9% | -2.0% | +7.0% |
| 30D | +24.1% | +6.8% | +17.3% | +24.2% |
| 3M | +30.9% | -45.2% | +76.2% | +30.5% |
| 6M | +5.9% | -39.1% | +45.0% | +5.6% |
| YTD | +48.2% | -65.3% | +113.4% | +47.7% |
| 1Y | +43.5% | -78.4% | +121.9% | +43.0% |
| 3Y | +117.0% | -90.3% | +207.4% | +116.1% |
| All | +199.3% | -99.2% | +298.4% | +233.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling