-45.5%
CLX vs LCID
-95.4%
+49.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | -9.2% | -6.6% | -2.6% | -9.1% |
| 30D | -11.0% | -30.1% | +19.1% | -10.5% |
| 3M | +5.0% | -17.6% | +22.6% | +5.1% |
| 6M | -18.8% | -54.4% | +35.6% | -18.0% |
| YTD | -4.4% | -55.7% | +51.3% | -3.5% |
| 1Y | -21.9% | -71.0% | +49.2% | -20.7% |
| 3Y | -32.8% | -92.6% | +59.9% | -30.8% |
| 5Y | -34.6% | -97.6% | +63.1% | -31.5% |
| All | -45.5% | -95.4% | +49.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling