-22.3%
CLF vs LCID
-90.0%
+67.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +4.3% |
| 7D | -9.1% | +24.8% | -33.9% | -11.4% |
| 30D | -0.9% | -0.5% | -0.4% | -1.3% |
| 3M | +3.0% | -43.0% | +45.9% | +9.4% |
| 6M | +16.7% | -40.5% | +57.2% | +19.9% |
| YTD | -3.2% | -64.3% | +61.2% | +6.5% |
| 1Y | +24.6% | -78.1% | +102.7% | +47.7% |
| 3Y | -22.3% | -90.1% | +67.8% | +0.8% |
| All | -22.3% | -90.0% | +67.7% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling