+157.0%
CCJ vs LCID
-99.2%
+256.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.4% | -6.1% | +3.0% |
| 7D | -7.3% | +8.9% | -16.2% | -8.5% |
| 30D | -20.0% | -15.4% | -4.5% | -18.5% |
| 3M | -23.8% | -52.9% | +29.0% | -16.7% |
| 6M | -42.4% | -46.8% | +4.5% | -39.3% |
| YTD | -22.1% | -68.9% | +46.8% | -12.5% |
| 1Y | -20.8% | -81.7% | +60.8% | -5.1% |
| 3Y | +75.7% | -92.4% | +168.1% | +120.4% |
| All | +157.0% | -99.2% | +256.2% | +332.9% |
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