+230.8%
CORZ vs LCID
-90.5%
+321.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -11.6% | +0.8% | -8.2% |
| 7D | -21.1% | -6.9% | -14.3% | -20.0% |
| 30D | -31.8% | -28.4% | -3.4% | -26.8% |
| 3M | -47.7% | -55.5% | +7.8% | -37.8% |
| 6M | -48.7% | -52.3% | +3.6% | -41.5% |
| YTD | -21.8% | -71.8% | +50.0% | -0.9% |
| 1Y | -47.8% | -82.7% | +34.9% | -27.4% |
| All | +230.8% | -90.5% | +321.4% | +372.7% |
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