+37.3%
CMS vs LCID
-92.6%
+129.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | +0.4% | -6.6% | +7.0% | +0.5% |
| 30D | -3.6% | -30.1% | +26.5% | -3.1% |
| 3M | -1.9% | -17.6% | +15.7% | -2.0% |
| 6M | -11.0% | -54.4% | +43.5% | -9.8% |
| YTD | +0.2% | -55.7% | +55.9% | +1.4% |
| 1Y | -1.3% | -71.0% | +69.7% | +0.8% |
| All | +37.3% | -92.6% | +129.9% | +38.0% |
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