+185.3%
CDNS vs LCID
-95.8%
+281.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +7.9% | +0.9% |
| 7D | -7.2% | -9.3% | +2.1% | -6.4% |
| 30D | -14.3% | -35.4% | +21.1% | -11.0% |
| 3M | -27.2% | -17.1% | -10.1% | -27.2% |
| 6M | -4.5% | -58.9% | +54.4% | +1.4% |
| YTD | -9.0% | -59.6% | +50.7% | -3.6% |
| 1Y | -21.3% | -78.0% | +56.6% | -12.4% |
| 3Y | +19.6% | -92.7% | +112.3% | +40.0% |
| 5Y | +71.5% | -97.8% | +169.4% | +120.0% |
| All | +185.3% | -95.8% | +281.1% | +280.9% |
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