+596.3%
CDE vs LCID
-92.2%
+688.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.2% | +7.0% | -0.5% |
| 7D | -9.6% | -10.2% | +0.6% | -7.9% |
| 30D | -6.7% | -10.2% | +3.5% | -5.5% |
| 3M | -24.2% | -54.1% | +29.9% | -13.3% |
| 6M | -29.1% | -53.8% | +24.7% | -21.9% |
| YTD | -21.5% | -72.0% | +50.5% | -4.8% |
| 1Y | -7.4% | -80.5% | +73.1% | +20.7% |
| 3Y | +596.3% | -92.6% | +688.9% | +976.7% |
| All | +596.3% | -92.2% | +688.5% | +976.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling