+232.4%
CDNS vs LCID
-96.3%
+328.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.9% |
| 7D | +2.4% | +24.8% | -22.4% | +0.3% |
| 30D | -6.0% | -0.5% | -5.5% | -6.3% |
| 3M | -0.1% | -43.0% | +42.9% | +4.4% |
| 6M | -8.6% | -40.5% | +32.0% | -6.2% |
| YTD | +6.1% | -64.3% | +70.4% | +13.1% |
| 1Y | +0.8% | -78.1% | +78.9% | +12.0% |
| 3Y | +26.8% | -90.1% | +116.9% | +43.9% |
| 5Y | +86.9% | -99.1% | +185.9% | +145.6% |
| All | +232.4% | -96.3% | +328.8% | +346.9% |
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