+95.0%
CCL vs LCID
-97.1%
+192.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +1.3% |
| 7D | -1.2% | -10.2% | +9.0% | +0.5% |
| 30D | +13.1% | -10.2% | +23.3% | +14.5% |
| 3M | +3.4% | -54.1% | +57.5% | +17.3% |
| 6M | +18.7% | -53.8% | +72.5% | +30.9% |
| YTD | -2.3% | -72.0% | +69.8% | +16.3% |
| 1Y | +14.2% | -80.5% | +94.7% | +44.3% |
| 3Y | +133.6% | -92.6% | +226.1% | +217.4% |
| 5Y | +33.5% | -99.3% | +132.8% | +146.1% |
| All | +95.0% | -97.1% | +192.1% | +364.6% |
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 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