+62.4%
CDW vs LCID
-96.3%
+158.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +2.5% |
| 7D | +13.1% | +24.8% | -11.8% | +11.0% |
| 30D | +19.1% | -0.5% | +19.7% | +18.9% |
| 3M | +24.7% | -43.0% | +67.7% | +29.9% |
| 6M | +63.4% | -40.5% | +103.9% | +68.0% |
| YTD | +26.3% | -64.3% | +90.6% | +34.1% |
| 1Y | +20.6% | -78.1% | +98.6% | +32.4% |
| 3Y | -16.3% | -90.1% | +73.8% | -6.3% |
| 5Y | -3.9% | -99.1% | +95.1% | +17.4% |
| All | +62.4% | -96.3% | +158.7% | +107.7% |
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 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