+36.9%
CMS vs LCID
-93.0%
+129.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.4% | -12.5% | -2.3% |
| 7D | -1.3% | +8.9% | -10.3% | -1.4% |
| 30D | +6.3% | -15.4% | +21.7% | +6.5% |
| 3M | -2.1% | -52.9% | +50.8% | -1.2% |
| 6M | -5.1% | -46.8% | +41.8% | -4.6% |
| YTD | +1.3% | -68.9% | +70.1% | +2.8% |
| 1Y | -1.4% | -81.7% | +80.3% | +1.4% |
| 3Y | +36.9% | -92.4% | +129.3% | +43.0% |
| All | +36.9% | -93.0% | +129.9% | +43.0% |
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 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