+60.4%
CF vs LCID
-93.7%
+154.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -11.6% | +17.7% | +6.3% |
| 7D | +0.4% | -6.9% | +7.3% | +0.4% |
| 30D | +2.2% | -28.4% | +30.6% | +2.6% |
| 3M | +2.1% | -55.5% | +57.6% | +3.3% |
| 6M | -6.5% | -52.3% | +45.8% | -5.9% |
| YTD | +55.6% | -71.8% | +127.4% | +59.1% |
| 1Y | +42.3% | -82.7% | +125.0% | +48.7% |
| All | +60.4% | -93.7% | +154.1% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling