+119.5%
CNH vs LCID
-95.5%
+215.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.5% |
| 7D | +8.8% | +1.8% | +7.0% | +8.7% |
| 30D | +24.7% | -34.2% | +58.9% | +29.4% |
| 3M | +27.3% | -9.1% | +36.5% | +26.8% |
| 6M | +23.2% | -52.6% | +75.8% | +29.5% |
| YTD | +48.9% | -56.2% | +105.1% | +57.1% |
| 1Y | +19.4% | -74.9% | +94.3% | +31.8% |
| 3Y | +7.8% | -92.1% | +99.8% | +25.3% |
| 5Y | +8.7% | -97.6% | +106.3% | +32.7% |
| All | +119.5% | -95.5% | +215.0% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling