+64.6%
CP vs LCID
-97.1%
+161.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | -0.1% |
| 7D | +2.1% | -10.2% | +12.3% | +2.6% |
| 30D | +9.3% | -10.2% | +19.5% | +9.6% |
| 3M | +0.5% | -54.1% | +54.6% | +3.6% |
| 6M | +10.4% | -53.8% | +64.2% | +13.0% |
| YTD | +28.7% | -72.0% | +100.7% | +34.3% |
| 1Y | +33.2% | -80.5% | +113.7% | +41.1% |
| 3Y | +38.4% | -92.6% | +131.0% | +49.4% |
| 5Y | +26.2% | -99.3% | +125.5% | +42.9% |
| All | +64.6% | -97.1% | +161.7% | +103.1% |
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