+137.9%
CME vs LCID
-96.4%
+234.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +2.2% |
| 7D | +2.5% | +8.9% | -6.4% | +2.5% |
| 30D | +13.9% | +6.8% | +7.1% | +13.9% |
| 3M | +22.4% | -45.2% | +67.6% | +22.3% |
| 6M | +12.9% | -39.1% | +52.0% | +12.8% |
| YTD | +19.6% | -65.3% | +84.9% | +19.7% |
| 1Y | +17.7% | -78.4% | +96.1% | +17.9% |
| 3Y | +65.3% | -90.3% | +155.7% | +65.7% |
| 5Y | +75.1% | -99.2% | +174.3% | +78.2% |
| All | +137.9% | -96.4% | +234.3% | +157.4% |
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