+4,196.5%
CLS vs LCID
-95.5%
+4,292.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.7% |
| 7D | +12.8% | +1.8% | +11.0% | +12.5% |
| 30D | +3.8% | -34.2% | +38.1% | +7.9% |
| 3M | -14.6% | -9.1% | -5.5% | -14.8% |
| 6M | +32.2% | -52.6% | +84.9% | +39.6% |
| YTD | +11.6% | -56.2% | +67.8% | +18.0% |
| 1Y | +35.1% | -74.9% | +109.9% | +49.3% |
| 3Y | +1,312.5% | -92.1% | +1,404.6% | +1,536.8% |
| 5Y | +3,542.1% | -97.6% | +3,639.6% | +4,320.2% |
| All | +4,196.5% | -95.5% | +4,292.0% | +5,070.9% |
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