+121.0%
CMI vs LCID
-92.2%
+213.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.2% | +8.5% | +0.1% |
| 7D | +0.5% | -10.2% | +10.7% | +1.3% |
| 30D | -14.0% | -10.2% | -3.8% | -13.6% |
| 3M | -28.1% | -54.1% | +26.0% | -23.3% |
| 6M | -35.8% | -53.8% | +17.9% | -32.7% |
| YTD | -10.5% | -72.0% | +61.5% | -1.3% |
| 1Y | -1.9% | -80.5% | +78.7% | +12.0% |
| 3Y | +121.0% | -92.6% | +213.5% | +177.3% |
| All | +121.0% | -92.2% | +213.2% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling