+49.6%
CL vs LCID
-96.5%
+146.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | +1.5% |
| 7D | +0.5% | +20.0% | -19.5% | +0.7% |
| 30D | +11.6% | -5.0% | +16.6% | +11.6% |
| 3M | +5.6% | -48.9% | +54.5% | +5.1% |
| 6M | +13.2% | -43.2% | +56.4% | +12.8% |
| YTD | +26.9% | -65.9% | +92.9% | +26.2% |
| 1Y | +27.3% | -79.2% | +106.5% | +26.2% |
| 3Y | +39.7% | -90.4% | +130.1% | +38.2% |
| 5Y | +41.3% | -99.2% | +140.5% | +38.8% |
| All | +49.6% | -96.5% | +146.1% | +49.8% |
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