+205.0%
CBRE vs LCID
-95.4%
+300.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -2.0% | -6.6% | +4.6% | -1.4% |
| 30D | -2.2% | -30.1% | +28.0% | +0.7% |
| 3M | +12.9% | -17.6% | +30.5% | +13.2% |
| 6M | +4.3% | -54.4% | +58.7% | +9.4% |
| YTD | -8.0% | -55.7% | +47.7% | -3.6% |
| 1Y | -8.6% | -71.0% | +62.5% | -1.3% |
| 3Y | +71.9% | -92.6% | +164.5% | +97.8% |
| 5Y | +50.0% | -97.6% | +147.6% | +81.8% |
| All | +205.0% | -95.4% | +300.4% | +292.4% |
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