-26.9%
CLX vs LCID
-99.2%
+72.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.1% |
| 7D | +13.6% | +8.9% | +4.7% | +13.2% |
| 30D | +23.4% | -15.4% | +38.8% | +23.8% |
| 3M | -2.8% | -52.9% | +50.0% | -0.8% |
| 6M | +14.0% | -46.8% | +60.8% | +15.4% |
| YTD | +4.2% | -68.9% | +73.0% | +6.8% |
| 1Y | -1.2% | -81.7% | +80.5% | +2.8% |
| 3Y | -12.7% | -92.4% | +79.7% | -8.2% |
| All | -26.9% | -99.2% | +72.3% | -18.0% |
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