+95.7%
CI vs LCID
-96.5%
+192.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | +0.6% |
| 7D | +0.1% | +20.0% | -19.9% | 0.0% |
| 30D | +4.7% | -5.0% | +9.7% | +4.6% |
| 3M | +5.2% | -48.9% | +54.1% | +5.5% |
| 6M | +3.8% | -43.2% | +47.0% | +4.0% |
| YTD | +9.2% | -65.9% | +75.2% | +9.9% |
| 1Y | +14.3% | -79.2% | +93.4% | +15.4% |
| 3Y | +8.4% | -90.4% | +98.9% | +9.8% |
| 5Y | +50.0% | -99.2% | +149.2% | +50.7% |
| All | +95.7% | -96.5% | +192.2% | +101.8% |
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 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