-38.7%
CCI vs LCID
-95.8%
+57.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.7% | -0.6% |
| 7D | -0.3% | -9.3% | +9.1% | +0.2% |
| 30D | +2.1% | -35.4% | +37.5% | +4.3% |
| 3M | -17.8% | -17.1% | -0.8% | -17.8% |
| 6M | -14.2% | -58.9% | +44.8% | -11.1% |
| YTD | -13.3% | -59.6% | +46.3% | -10.3% |
| 1Y | -16.6% | -78.0% | +61.4% | -11.1% |
| 3Y | -10.8% | -92.7% | +81.9% | -2.2% |
| 5Y | -50.3% | -97.8% | +47.5% | -43.7% |
| All | -38.7% | -95.8% | +57.1% | -30.2% |
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