-1.8%
CMS vs LCID
-82.0%
+80.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.2% | +10.9% | +1.6% |
| 7D | +1.7% | -10.2% | +11.9% | +1.7% |
| 30D | +6.2% | -10.2% | +16.4% | +6.1% |
| 3M | +0.6% | -54.1% | +54.7% | -0.3% |
| 6M | -1.8% | -53.8% | +52.0% | -2.4% |
| YTD | +3.8% | -72.0% | +75.9% | +3.2% |
| 1Y | -1.8% | -80.5% | +78.7% | -1.1% |
| All | -1.8% | -82.0% | +80.2% | -1.1% |
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