-41.8%
CLF vs LCID
-99.3%
+57.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.2% | +6.0% | -2.0% |
| 7D | +10.4% | -10.2% | +20.6% | +11.8% |
| 30D | +0.6% | -10.2% | +10.7% | +1.3% |
| 3M | +4.1% | -54.1% | +58.2% | +14.3% |
| 6M | +15.1% | -53.8% | +68.9% | +22.6% |
| YTD | -4.7% | -72.0% | +67.3% | +8.1% |
| 1Y | +20.4% | -80.5% | +100.9% | +43.9% |
| 3Y | -23.4% | -92.6% | +69.2% | -1.0% |
| All | -41.8% | -99.3% | +57.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling