+193.4%
CDNS vs LCID
-95.4%
+288.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.1% |
| 7D | -14.0% | -6.6% | -7.4% | -13.5% |
| 30D | -13.2% | -30.1% | +17.0% | -10.5% |
| 3M | -28.9% | -17.6% | -11.3% | -28.8% |
| 6M | -4.2% | -54.4% | +50.3% | +0.8% |
| YTD | -6.4% | -55.7% | +49.4% | -1.6% |
| 1Y | -16.2% | -71.0% | +54.8% | -9.0% |
| 3Y | +20.2% | -92.6% | +112.8% | +40.7% |
| 5Y | +76.6% | -97.6% | +174.2% | +124.7% |
| All | +193.4% | -95.4% | +288.8% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling