-2.8%
CMS vs LCID
-78.6%
+75.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.4% |
| 7D | +0.5% | +24.8% | -24.3% | +0.7% |
| 30D | +7.4% | -0.5% | +7.9% | +7.4% |
| 3M | +1.9% | -43.0% | +44.8% | +1.2% |
| 6M | -2.3% | -40.5% | +38.2% | -2.7% |
| YTD | +3.0% | -64.3% | +67.3% | +2.9% |
| 1Y | -2.8% | -78.1% | +75.3% | -0.2% |
| All | -2.8% | -78.6% | +75.8% | -0.2% |
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