+319.8%
CF vs LCID
-96.8%
+416.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.3% | +12.7% | +1.7% |
| 7D | +5.4% | +9.2% | -3.9% | +5.1% |
| 30D | +6.5% | -3.0% | +9.5% | +6.5% |
| 3M | +4.6% | -50.2% | +54.9% | +6.6% |
| 6M | -3.3% | -45.8% | +42.5% | -2.4% |
| YTD | +63.9% | -69.2% | +133.1% | +68.4% |
| 1Y | +50.4% | -80.4% | +130.8% | +57.4% |
| 3Y | +68.2% | -91.4% | +159.7% | +78.3% |
| 5Y | +113.8% | -99.3% | +213.1% | +140.8% |
| All | +319.8% | -96.8% | +416.6% | +355.5% |
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