-34.0%
CLX vs LCID
-97.6%
+63.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -9.2% | -6.6% | -2.6% | -9.1% |
| 30D | -11.0% | -30.1% | +19.1% | -10.2% |
| 3M | +5.0% | -17.6% | +22.6% | +5.1% |
| 6M | -18.8% | -54.4% | +35.6% | -17.5% |
| YTD | -4.4% | -55.7% | +51.3% | -3.0% |
| 1Y | -21.9% | -71.0% | +49.2% | -19.9% |
| 3Y | -32.8% | -92.6% | +59.9% | -29.2% |
| All | -34.0% | -97.6% | +63.6% | -27.7% |
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