+312.5%
COR vs LCID
-96.8%
+409.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.2% | -0.3% |
| 7D | +2.9% | +9.2% | -6.4% | +3.0% |
| 30D | +5.8% | -3.0% | +8.8% | +5.8% |
| 3M | +11.4% | -50.2% | +61.7% | +10.5% |
| 6M | +34.5% | -45.8% | +80.3% | +33.8% |
| YTD | +4.1% | -69.2% | +73.3% | +3.0% |
| 1Y | -3.1% | -80.4% | +77.2% | -4.5% |
| 3Y | +80.9% | -91.4% | +172.3% | +77.8% |
| 5Y | +195.1% | -99.3% | +294.4% | +186.0% |
| All | +312.5% | -96.8% | +409.3% | +329.5% |
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