+76.4%
CLF vs LCID
-96.5%
+172.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.4% | +6.0% |
| 7D | -14.1% | +20.0% | -34.1% | -15.8% |
| 30D | -5.5% | -5.0% | -0.5% | -5.5% |
| 3M | 0.0% | -48.9% | +48.9% | +6.6% |
| 6M | +11.3% | -43.2% | +54.5% | +14.6% |
| YTD | -7.7% | -65.9% | +58.3% | 0.0% |
| 1Y | +17.5% | -79.2% | +96.7% | +34.5% |
| 3Y | -25.4% | -90.4% | +65.0% | -11.4% |
| 5Y | -46.0% | -99.2% | +53.2% | -26.4% |
| All | +76.4% | -96.5% | +172.9% | +178.7% |
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