+0.4%
CMS vs LCID
-79.4%
+79.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.6% | -10.2% | +1.5% |
| 7D | +4.1% | -1.2% | +5.2% | +4.0% |
| 30D | +10.9% | -19.2% | +30.0% | +10.6% |
| 3M | -0.2% | -56.7% | +56.4% | -1.4% |
| 6M | -4.7% | -49.6% | +44.9% | -5.2% |
| YTD | +3.9% | -68.1% | +72.0% | +3.4% |
| 1Y | +0.4% | -79.4% | +79.8% | +1.3% |
| All | +0.4% | -79.4% | +79.7% | +1.3% |
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 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