+73.7%
COR vs LCID
-93.0%
+166.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.6% |
| 7D | +0.8% | +8.9% | -8.1% | +1.1% |
| 30D | +5.1% | -15.4% | +20.6% | +4.8% |
| 3M | +2.8% | -52.9% | +55.7% | +1.0% |
| 6M | +32.5% | -46.8% | +79.4% | +31.2% |
| YTD | -0.7% | -68.9% | +68.2% | -2.7% |
| 1Y | -6.7% | -81.7% | +75.0% | -9.9% |
| 3Y | +73.7% | -92.4% | +166.1% | +67.1% |
| All | +73.7% | -93.0% | +166.7% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling