+57.8%
CDW vs LCID
-96.5%
+154.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.4% | -4.6% | +4.0% |
| 7D | +9.3% | +20.0% | -10.7% | +7.6% |
| 30D | +15.8% | -5.0% | +20.8% | +16.0% |
| 3M | +21.8% | -48.9% | +70.6% | +28.0% |
| 6M | +58.8% | -43.2% | +102.0% | +63.9% |
| YTD | +22.8% | -65.9% | +88.7% | +30.9% |
| 1Y | +17.9% | -79.2% | +97.1% | +30.0% |
| 3Y | -17.4% | -90.4% | +73.0% | -7.2% |
| 5Y | -5.7% | -99.2% | +93.5% | +15.8% |
| All | +57.8% | -96.5% | +154.3% | +102.6% |
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