+2.3%
CRM vs LCID
-95.8%
+98.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.3% |
| 7D | -5.0% | -9.3% | +4.4% | -4.1% |
| 30D | +23.6% | -35.4% | +59.0% | +28.4% |
| 3M | +39.6% | -17.1% | +56.7% | +39.8% |
| 6M | +23.4% | -58.9% | +82.4% | +31.3% |
| YTD | -7.4% | -59.6% | +52.2% | -1.8% |
| 1Y | -2.3% | -78.0% | +75.7% | +9.2% |
| 3Y | +10.5% | -92.7% | +103.2% | +30.3% |
| 5Y | -4.7% | -97.8% | +93.1% | +24.9% |
| All | +2.3% | -95.8% | +98.1% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling