+48.5%
CHRW vs LCID
-96.4%
+144.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.8% |
| 7D | -0.1% | +8.9% | -9.0% | -0.4% |
| 30D | -4.3% | +6.8% | -11.1% | -4.6% |
| 3M | -7.4% | -45.2% | +37.8% | -5.7% |
| 6M | -20.7% | -39.1% | +18.4% | -20.1% |
| YTD | -15.9% | -65.3% | +49.4% | -13.5% |
| 1Y | -9.9% | -78.4% | +68.5% | -5.8% |
| 3Y | +79.0% | -90.3% | +169.3% | +88.5% |
| 5Y | +61.3% | -99.2% | +160.5% | +76.4% |
| All | +48.5% | -96.4% | +144.9% | +66.6% |
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