+49.2%
CHRW vs LCID
-96.8%
+146.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.8% | +0.9% |
| 7D | +4.7% | +9.2% | -4.5% | +4.3% |
| 30D | -2.6% | -3.0% | +0.4% | -2.6% |
| 3M | -8.0% | -50.2% | +42.2% | -6.0% |
| 6M | -19.0% | -45.8% | +26.8% | -18.1% |
| YTD | -15.5% | -69.2% | +53.7% | -12.8% |
| 1Y | -10.8% | -80.4% | +69.6% | -6.5% |
| 3Y | +79.8% | -91.4% | +171.2% | +90.2% |
| 5Y | +59.3% | -99.3% | +158.5% | +74.9% |
| All | +49.2% | -96.8% | +146.0% | +68.0% |
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