+63.9%
CP vs LCID
-96.4%
+160.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.1% |
| 7D | -0.7% | +8.9% | -9.6% | -1.1% |
| 30D | +9.6% | +6.8% | +2.8% | +9.1% |
| 3M | +2.2% | -45.2% | +47.5% | +4.7% |
| 6M | +11.1% | -39.1% | +50.2% | +12.3% |
| YTD | +28.2% | -65.3% | +93.5% | +32.5% |
| 1Y | +32.2% | -78.4% | +110.6% | +39.5% |
| 3Y | +35.5% | -90.3% | +125.9% | +44.7% |
| 5Y | +26.8% | -99.2% | +126.0% | +42.3% |
| All | +63.9% | -96.4% | +160.3% | +100.4% |
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