+49.5%
CL vs LCID
-96.8%
+146.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.2% | -0.2% |
| 7D | -0.8% | +9.2% | -10.0% | -0.7% |
| 30D | +9.5% | -3.0% | +12.4% | +9.5% |
| 3M | +6.6% | -50.2% | +56.9% | +6.1% |
| 6M | +13.2% | -45.8% | +59.1% | +12.9% |
| YTD | +26.9% | -69.2% | +96.1% | +26.0% |
| 1Y | +27.6% | -80.4% | +108.0% | +26.4% |
| 3Y | +39.1% | -91.4% | +130.6% | +37.5% |
| 5Y | +41.3% | -99.3% | +140.6% | +38.7% |
| All | +49.5% | -96.8% | +146.4% | +49.7% |
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