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  • CDE vs LCID✓SelectedUSD · LCIDCDE vs LCID performance historyLatest closeAs of-3.14%09/10
Stock and ETF performance explorer

CDE vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+150.8%
LCID return
-95.9%
Excess return
+246.7%
Maximum drawdown
-82.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-3.1%-2.1%-1.0%-2.9%
7D-6.1%-9.1%+3.1%-5.1%
30D+9.5%-37.6%+47.1%+15.4%
3M+32.0%-11.1%+43.1%+30.3%
6M-12.8%-59.2%+46.4%-5.7%
YTD+14.2%-60.5%+74.7%+23.7%
1Y+36.3%-78.5%+114.8%+57.7%
3Y+821.4%-92.8%+914.2%+1,022.3%
5Y+194.3%-97.9%+292.2%+285.9%
All+150.8%-95.9%+246.7%+244.3%

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