+154.7%
CDE vs LCID
-95.5%
+250.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.6% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | +18.8% | -34.2% | +53.0% | +24.5% |
| 3M | +23.5% | -9.1% | +32.6% | +21.8% |
| 6M | -8.6% | -52.6% | +44.0% | -2.9% |
| YTD | +16.0% | -56.2% | +72.2% | +24.2% |
| 1Y | +42.1% | -74.9% | +116.9% | +61.6% |
| 3Y | +835.9% | -92.1% | +928.0% | +1,027.2% |
| 5Y | +197.6% | -97.6% | +295.2% | +285.6% |
| All | +154.7% | -95.5% | +250.2% | +245.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling