+879.1%
CCJ vs LCID
-95.4%
+974.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.7% | -6.6% | +7.3% | +1.4% |
| 30D | +6.9% | -30.1% | +37.0% | +10.7% |
| 3M | -11.6% | -17.6% | +6.0% | -11.5% |
| 6M | -16.2% | -54.4% | +38.2% | -11.1% |
| YTD | +10.1% | -55.7% | +65.8% | +16.9% |
| 1Y | +32.3% | -71.0% | +103.3% | +45.8% |
| 3Y | +171.3% | -92.6% | +263.9% | +225.3% |
| 5Y | +372.4% | -97.6% | +470.0% | +516.7% |
| All | +879.1% | -95.4% | +974.5% | +1,258.6% |
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