-35.7%
CLX vs LCID
-96.8%
+61.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.3% | +12.6% | +1.5% |
| 7D | +8.5% | +9.2% | -0.7% | +8.3% |
| 30D | +30.0% | -3.0% | +33.0% | +29.9% |
| 3M | +3.8% | -50.2% | +54.0% | +5.0% |
| 6M | +24.6% | -45.8% | +70.5% | +25.5% |
| YTD | +12.8% | -69.2% | +82.0% | +14.5% |
| 1Y | +8.6% | -80.4% | +89.0% | +11.0% |
| 3Y | -8.6% | -91.4% | +82.8% | -6.2% |
| 5Y | -21.8% | -99.3% | +77.5% | -18.6% |
| All | -35.7% | -96.8% | +61.1% | -30.3% |
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 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