+311.7%
COR vs LCID
-96.3%
+408.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.9% | +0.9% |
| 7D | +2.4% | +24.8% | -22.4% | +2.7% |
| 30D | +7.7% | -0.5% | +8.2% | +7.7% |
| 3M | +7.5% | -43.0% | +50.5% | +6.8% |
| 6M | +34.1% | -40.5% | +74.7% | +33.6% |
| YTD | +3.9% | -64.3% | +68.2% | +3.0% |
| 1Y | -3.6% | -78.1% | +74.4% | -5.0% |
| 3Y | +80.5% | -90.1% | +170.6% | +77.8% |
| 5Y | +194.9% | -99.1% | +293.9% | +186.4% |
| All | +311.7% | -96.3% | +408.0% | +329.3% |
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