+66.6%
CHRW vs LCID
-95.5%
+162.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.7% |
| 7D | +1.9% | +1.8% | +0.2% | +1.9% |
| 30D | +0.9% | -34.2% | +35.2% | +2.3% |
| 3M | -19.9% | -9.1% | -10.7% | -20.2% |
| 6M | -15.8% | -52.6% | +36.8% | -14.1% |
| YTD | -5.6% | -56.2% | +50.6% | -3.6% |
| 1Y | +21.0% | -74.9% | +95.9% | +26.0% |
| 3Y | +86.0% | -92.1% | +178.1% | +97.9% |
| 5Y | +88.6% | -97.6% | +186.2% | +105.9% |
| All | +66.6% | -95.5% | +162.1% | +85.8% |
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