+47.5%
CL vs LCID
-96.8%
+144.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -2.1% |
| 7D | +1.3% | +8.9% | -7.6% | +1.4% |
| 30D | +11.4% | -15.4% | +26.8% | +11.2% |
| 3M | +4.4% | -52.9% | +57.3% | +3.9% |
| 6M | +10.8% | -46.8% | +57.6% | +10.4% |
| YTD | +25.1% | -68.9% | +94.0% | +24.3% |
| 1Y | +28.0% | -81.7% | +109.6% | +26.7% |
| 3Y | +37.6% | -92.4% | +130.0% | +35.9% |
| 5Y | +39.7% | -99.2% | +138.9% | +37.2% |
| All | +47.5% | -96.8% | +144.3% | +47.6% |
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