-34.0%
CLF vs LCID
-93.0%
+59.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +0.5% |
| 7D | -19.6% | +8.9% | -28.5% | -20.4% |
| 30D | -5.0% | -15.4% | +10.4% | -3.5% |
| 3M | -6.3% | -52.9% | +46.6% | +1.8% |
| 6M | +2.8% | -46.8% | +49.6% | +6.9% |
| YTD | -13.7% | -68.9% | +55.2% | -3.5% |
| 1Y | +13.6% | -81.7% | +95.3% | +37.9% |
| 3Y | -34.0% | -92.4% | +58.4% | -11.3% |
| All | -34.0% | -93.0% | +59.0% | -11.3% |
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