+108.6%
CME vs LCID
-95.5%
+204.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.9% | +1.8% | -4.6% | -2.9% |
| 30D | +5.5% | -34.2% | +39.8% | +5.5% |
| 3M | +11.0% | -9.1% | +20.1% | +10.8% |
| 6M | -9.7% | -52.6% | +42.9% | -9.6% |
| YTD | +4.9% | -56.2% | +61.1% | +5.0% |
| 1Y | +10.1% | -74.9% | +85.0% | +10.3% |
| 3Y | +53.5% | -92.1% | +145.6% | +54.7% |
| 5Y | +77.2% | -97.6% | +174.7% | +81.1% |
| All | +108.6% | -95.5% | +204.1% | +125.7% |
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 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