-66.6%
CHTR vs LCID
-92.9%
+26.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -4.1% | -9.8% | +5.7% | -3.1% |
| 30D | -3.0% | -35.5% | +32.5% | +1.1% |
| 3M | +4.8% | -18.4% | +23.1% | +5.7% |
| 6M | -35.0% | -60.5% | +25.5% | -30.6% |
| YTD | -30.2% | -60.1% | +29.9% | -25.8% |
| 1Y | -44.8% | -78.8% | +34.0% | -38.4% |
| 3Y | -66.6% | -92.8% | +26.2% | -60.8% |
| All | -66.6% | -92.9% | +26.3% | -60.8% |
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 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