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  • CME vs LCID✓SelectedUSD · LCIDCME vs LCID performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9.3%
LCID return
-71.9%
Excess return
+81.2%
Maximum drawdown
-31.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-0.3%+1.7%-2.0%-0.2%
7D-1.6%-6.6%+5.0%-1.7%
30D+6.2%-30.1%+36.4%+5.4%
3M+10.4%-17.6%+28.0%+9.9%
6M-9.5%-54.4%+44.9%-9.9%
YTD+6.0%-55.7%+61.7%+5.6%
1Y+9.3%-71.0%+80.3%+8.8%
All+9.3%-71.9%+81.2%+8.8%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling