+20.2%
CLF vs LCID
-79.4%
+99.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +11.6% | -20.8% | -9.3% |
| 7D | -7.9% | -1.2% | -6.7% | -7.7% |
| 30D | +5.2% | -19.2% | +24.4% | +6.3% |
| 3M | +4.3% | -56.7% | +61.0% | +6.8% |
| 6M | +25.3% | -49.6% | +74.9% | +26.8% |
| YTD | -3.3% | -68.1% | +64.8% | +3.9% |
| 1Y | +20.2% | -79.4% | +99.6% | +36.1% |
| All | +20.2% | -79.4% | +99.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling