+61.1%
CP vs LCID
-96.8%
+157.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -2.2% |
| 7D | +2.8% | +8.9% | -6.2% | +2.3% |
| 30D | +10.2% | -15.4% | +25.6% | +10.8% |
| 3M | +2.4% | -52.9% | +55.2% | +5.5% |
| 6M | +7.7% | -46.8% | +54.5% | +9.5% |
| YTD | +26.0% | -68.9% | +94.9% | +30.9% |
| 1Y | +34.6% | -81.7% | +116.3% | +43.1% |
| 3Y | +26.7% | -92.4% | +119.1% | +36.6% |
| 5Y | +24.9% | -99.2% | +124.1% | +40.8% |
| All | +61.1% | -96.8% | +157.9% | +98.0% |
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 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