+175.3%
CRH vs LCID
-95.9%
+271.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +1.0% |
| 7D | -6.1% | -9.8% | +3.8% | -5.4% |
| 30D | -9.3% | -35.5% | +26.2% | -6.8% |
| 3M | -15.2% | -18.4% | +3.2% | -15.1% |
| 6M | -14.2% | -60.5% | +46.3% | -10.2% |
| YTD | -28.3% | -60.1% | +31.8% | -25.2% |
| 1Y | -21.8% | -78.8% | +57.0% | -15.4% |
| 3Y | +71.6% | -92.8% | +164.4% | +91.2% |
| 5Y | +96.6% | -97.9% | +194.5% | +129.7% |
| All | +175.3% | -95.9% | +271.2% | +264.4% |
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