+65.3%
CP vs LCID
-96.8%
+162.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.3% | +12.2% | +1.4% |
| 7D | +0.9% | +9.2% | -8.3% | +0.4% |
| 30D | +10.3% | -3.0% | +13.3% | +10.3% |
| 3M | +2.3% | -50.2% | +52.5% | +5.1% |
| 6M | +10.7% | -45.8% | +56.6% | +12.5% |
| YTD | +29.3% | -69.2% | +98.5% | +34.4% |
| 1Y | +31.5% | -80.4% | +111.8% | +39.3% |
| 3Y | +36.7% | -91.4% | +128.2% | +46.7% |
| 5Y | +26.8% | -99.3% | +126.1% | +43.0% |
| All | +65.3% | -96.8% | +162.2% | +103.2% |
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