+7.0%
CNC vs LCID
-95.9%
+102.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.1% |
| 7D | -3.9% | -9.1% | +5.3% | -3.7% |
| 30D | +0.8% | -37.6% | +38.4% | +1.7% |
| 3M | +0.1% | -11.1% | +11.2% | -0.2% |
| 6M | +79.7% | -59.2% | +138.9% | +82.4% |
| YTD | +58.9% | -60.5% | +119.4% | +61.3% |
| 1Y | +109.1% | -78.5% | +187.6% | +115.6% |
| 3Y | 0.0% | -92.8% | +92.8% | +4.2% |
| 5Y | +9.5% | -97.9% | +107.4% | +15.9% |
| All | +7.0% | -95.9% | +102.9% | +12.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling