+46.1%
CDW vs LCID
-95.4%
+141.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +3.2% | -6.6% | +9.8% | +3.7% |
| 30D | +9.3% | -30.1% | +39.4% | +12.3% |
| 3M | +9.8% | -17.6% | +27.4% | +10.4% |
| 6M | +23.3% | -54.4% | +77.8% | +29.2% |
| YTD | +13.7% | -55.7% | +69.4% | +19.0% |
| 1Y | -6.5% | -71.0% | +64.6% | +0.7% |
| 3Y | -25.2% | -92.6% | +67.4% | -14.9% |
| 5Y | -19.5% | -97.6% | +78.1% | -4.1% |
| All | +46.1% | -95.4% | +141.5% | +84.2% |
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