+71.8%
COST vs LCID
-92.3%
+164.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -3.2% | +1.8% | -4.9% | -3.2% |
| 30D | -4.0% | -34.2% | +30.3% | -3.6% |
| 3M | -6.5% | -9.1% | +2.7% | -6.5% |
| 6M | -8.5% | -52.6% | +44.1% | -7.8% |
| YTD | +6.0% | -56.2% | +62.2% | +6.9% |
| 1Y | -5.8% | -74.9% | +69.1% | -4.3% |
| 3Y | +71.8% | -92.1% | +163.9% | +78.3% |
| All | +71.8% | -92.3% | +164.1% | +78.3% |
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