+34.5%
CMS vs LCID
-95.4%
+130.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | +0.4% | -6.6% | +7.0% | +0.4% |
| 30D | -3.6% | -30.1% | +26.5% | -3.4% |
| 3M | -1.9% | -17.6% | +15.7% | -1.9% |
| 6M | -11.0% | -54.4% | +43.5% | -10.5% |
| YTD | +0.2% | -55.7% | +55.9% | +0.7% |
| 1Y | -1.3% | -71.0% | +69.7% | -0.4% |
| 3Y | +35.9% | -92.6% | +128.6% | +37.7% |
| 5Y | +23.1% | -97.6% | +120.7% | +24.6% |
| All | +34.5% | -95.4% | +130.0% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling