+301.2%
CF vs LCID
-96.8%
+398.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | +0.4% |
| 7D | -3.2% | +8.9% | -12.1% | -3.5% |
| 30D | +4.3% | -15.4% | +19.7% | +4.7% |
| 3M | +2.8% | -52.9% | +55.7% | +4.9% |
| 6M | +0.6% | -46.8% | +47.5% | +1.7% |
| YTD | +56.6% | -68.9% | +125.5% | +61.0% |
| 1Y | +49.6% | -81.7% | +131.3% | +57.1% |
| 3Y | +61.5% | -92.4% | +153.9% | +72.0% |
| 5Y | +124.0% | -99.2% | +223.2% | +151.6% |
| All | +301.2% | -96.8% | +398.0% | +335.4% |
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