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  • CP vs LCID✓SelectedUSD · LCIDCP vs LCID performance historyLatest closeAs of-1.70%11/06
Stock and ETF performance explorer

CP vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+26.7%
LCID return
-93.0%
Excess return
+119.7%
Maximum drawdown
-25.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-1.7%+10.4%-12.1%-2.3%
7D+2.8%+8.9%-6.2%+2.2%
30D+10.2%-15.4%+25.6%+10.9%
3M+2.4%-52.9%+55.2%+6.1%
6M+7.7%-46.8%+54.5%+9.9%
YTD+26.0%-68.9%+94.9%+32.5%
1Y+34.6%-81.7%+116.3%+45.9%
3Y+26.7%-92.4%+119.1%+41.9%
All+26.7%-93.0%+119.7%+41.9%

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