+313.1%
COR vs LCID
-96.4%
+409.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | -1.2% | +8.9% | -10.1% | -1.1% |
| 30D | +7.6% | +6.8% | +0.8% | +7.7% |
| 3M | +5.0% | -45.2% | +50.2% | +4.2% |
| 6M | +35.3% | -39.1% | +74.4% | +34.8% |
| YTD | +4.2% | -65.3% | +69.5% | +3.3% |
| 1Y | -3.4% | -78.4% | +75.0% | -4.8% |
| 3Y | +81.1% | -90.3% | +171.5% | +78.3% |
| 5Y | +195.8% | -99.2% | +295.0% | +186.9% |
| All | +313.1% | -96.4% | +409.5% | +330.6% |
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