-65.9%
CHTR vs LCID
-92.2%
+26.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -9.2% | +13.5% | +5.2% |
| 7D | +17.2% | -10.2% | +27.4% | +18.3% |
| 30D | +31.6% | -10.2% | +41.8% | +32.3% |
| 3M | -11.6% | -54.1% | +42.5% | -5.4% |
| 6M | -3.3% | -53.8% | +50.5% | +2.1% |
| YTD | -33.7% | -72.0% | +38.3% | -27.6% |
| 1Y | -32.4% | -80.5% | +48.1% | -24.2% |
| 3Y | -65.9% | -92.6% | +26.6% | -60.2% |
| All | -65.9% | -92.2% | +26.2% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling