+201.5%
CMI vs LCID
-95.9%
+297.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.2% |
| 7D | -0.7% | -9.8% | +9.1% | 0.0% |
| 30D | -12.4% | -35.5% | +23.1% | -9.8% |
| 3M | -14.8% | -18.4% | +3.6% | -14.7% |
| 6M | +0.8% | -60.5% | +61.3% | +5.9% |
| YTD | +10.2% | -60.1% | +70.3% | +15.4% |
| 1Y | +37.4% | -78.8% | +116.2% | +49.7% |
| 3Y | +153.3% | -92.8% | +246.1% | +184.4% |
| 5Y | +167.6% | -97.9% | +265.5% | +211.4% |
| All | +201.5% | -95.9% | +297.3% | +238.0% |
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