+50.5%
CDW vs LCID
-96.8%
+147.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.8% |
| 7D | +2.1% | +8.9% | -6.9% | +1.4% |
| 30D | +14.7% | -15.4% | +30.2% | +16.1% |
| 3M | +11.1% | -52.9% | +64.0% | +17.6% |
| 6M | +45.6% | -46.8% | +92.4% | +51.1% |
| YTD | +17.1% | -68.9% | +86.0% | +25.8% |
| 1Y | +13.2% | -81.7% | +94.8% | +26.1% |
| 3Y | -22.2% | -92.4% | +70.2% | -11.1% |
| 5Y | -10.1% | -99.2% | +89.1% | +11.2% |
| All | +50.5% | -96.8% | +147.3% | +94.8% |
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