+43.2%
CHRW vs LCID
-96.5%
+139.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.6% |
| 7D | +0.2% | +20.0% | -19.8% | -0.5% |
| 30D | -9.4% | -5.0% | -4.3% | -9.3% |
| 3M | -13.3% | -48.9% | +35.6% | -11.5% |
| 6M | -24.2% | -43.2% | +19.1% | -23.4% |
| YTD | -18.9% | -65.9% | +47.1% | -16.6% |
| 1Y | -12.4% | -79.2% | +66.8% | -8.3% |
| 3Y | +72.2% | -90.4% | +162.7% | +81.5% |
| 5Y | +53.4% | -99.2% | +152.6% | +67.9% |
| All | +43.2% | -96.5% | +139.7% | +60.7% |
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