+308.2%
COR vs LCID
-96.5%
+404.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.8% |
| 7D | +2.3% | +20.0% | -17.7% | +2.6% |
| 30D | +6.8% | -5.0% | +11.8% | +6.7% |
| 3M | +8.1% | -48.9% | +57.0% | +7.2% |
| 6M | +33.0% | -43.2% | +76.2% | +32.4% |
| YTD | +3.0% | -65.9% | +68.9% | +2.1% |
| 1Y | -3.4% | -79.2% | +75.8% | -4.8% |
| 3Y | +80.1% | -90.4% | +170.5% | +77.3% |
| 5Y | +194.7% | -99.2% | +293.9% | +185.8% |
| All | +308.2% | -96.5% | +404.7% | +325.4% |
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