+61.5%
CF vs LCID
-93.0%
+154.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | +0.6% |
| 7D | -3.2% | +8.9% | -12.1% | -3.3% |
| 30D | +4.3% | -15.4% | +19.7% | +4.5% |
| 3M | +2.8% | -52.9% | +55.7% | +4.0% |
| 6M | +0.6% | -46.8% | +47.5% | +1.2% |
| YTD | +56.6% | -68.9% | +125.5% | +60.1% |
| 1Y | +49.6% | -81.7% | +131.3% | +56.5% |
| 3Y | +61.5% | -92.4% | +153.9% | +75.2% |
| All | +61.5% | -93.0% | +154.5% | +75.2% |
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