+151.0%
CNP vs LCID
-96.5%
+247.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.1% | +0.2% |
| 7D | -4.3% | +20.0% | -24.3% | -4.7% |
| 30D | +5.7% | -5.0% | +10.7% | +5.7% |
| 3M | +0.9% | -48.9% | +49.8% | +2.3% |
| 6M | -1.1% | -43.2% | +42.2% | -0.3% |
| YTD | +8.3% | -65.9% | +74.2% | +10.3% |
| 1Y | +5.9% | -79.2% | +85.1% | +9.4% |
| 3Y | +64.6% | -90.4% | +155.0% | +71.3% |
| 5Y | +74.6% | -99.2% | +173.8% | +87.9% |
| All | +151.0% | -96.5% | +247.5% | +163.1% |
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