+3.8%
CRM vs LCID
-95.9%
+99.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.9% |
| 7D | -4.4% | -9.8% | +5.4% | -3.5% |
| 30D | +28.1% | -35.5% | +63.6% | +33.2% |
| 3M | +48.8% | -18.4% | +67.2% | +49.4% |
| 6M | +28.3% | -60.5% | +88.7% | +36.9% |
| YTD | -6.0% | -60.1% | +54.1% | -0.2% |
| 1Y | +1.4% | -78.8% | +80.2% | +13.8% |
| 3Y | +11.8% | -92.8% | +104.6% | +32.1% |
| 5Y | -2.0% | -97.9% | +95.9% | +28.6% |
| All | +3.8% | -95.9% | +99.7% | +41.5% |
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