+269.8%
CORZ vs LCID
-88.6%
+358.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.4% | -1.3% | +6.0% |
| 7D | +1.7% | +20.0% | -18.3% | -2.7% |
| 30D | -17.5% | -5.0% | -12.4% | -17.0% |
| 3M | -39.5% | -48.9% | +9.4% | -30.2% |
| 6M | -44.5% | -43.2% | -1.3% | -39.2% |
| YTD | -12.6% | -65.9% | +53.3% | +6.1% |
| 1Y | -37.0% | -79.2% | +42.2% | -16.0% |
| All | +269.8% | -88.6% | +358.3% | +406.0% |
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