-40.6%
CLX vs LCID
-96.8%
+56.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | 0.0% |
| 7D | +13.6% | +8.9% | +4.7% | +13.3% |
| 30D | +23.4% | -15.4% | +38.8% | +23.7% |
| 3M | -2.8% | -52.9% | +50.0% | -1.6% |
| 6M | +14.0% | -46.8% | +60.8% | +14.9% |
| YTD | +4.2% | -68.9% | +73.0% | +5.7% |
| 1Y | -1.2% | -81.7% | +80.5% | +1.2% |
| 3Y | -12.7% | -92.4% | +79.7% | -10.2% |
| 5Y | -26.5% | -99.2% | +72.7% | -23.4% |
| All | -40.6% | -96.8% | +56.2% | -35.6% |
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