+75.7%
CCJ vs LCID
-93.0%
+168.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.4% | -6.1% | +3.2% |
| 7D | -7.3% | +8.9% | -16.2% | -8.2% |
| 30D | -20.0% | -15.4% | -4.5% | -18.8% |
| 3M | -23.8% | -52.9% | +29.0% | -18.2% |
| 6M | -42.4% | -46.8% | +4.5% | -39.9% |
| YTD | -22.1% | -68.9% | +46.8% | -14.4% |
| 1Y | -20.8% | -81.7% | +60.8% | -9.1% |
| 3Y | +75.7% | -92.4% | +168.1% | +110.8% |
| All | +75.7% | -93.0% | +168.8% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling