+124.4%
CNH vs LCID
-95.8%
+220.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +10.0% | +2.9% |
| 7D | +1.8% | -9.3% | +11.2% | +2.7% |
| 30D | +32.6% | -35.4% | +68.0% | +37.8% |
| 3M | +29.4% | -17.1% | +46.5% | +29.9% |
| 6M | +26.0% | -58.9% | +84.9% | +34.2% |
| YTD | +52.2% | -59.6% | +111.8% | +61.6% |
| 1Y | +23.9% | -78.0% | +101.8% | +38.3% |
| 3Y | +10.1% | -92.7% | +102.8% | +29.0% |
| 5Y | +13.2% | -97.8% | +111.0% | +39.3% |
| All | +124.4% | -95.8% | +220.2% | +185.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling