+2,340.1%
CRS vs LCID
-95.9%
+2,436.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -4.1% | -9.1% | +5.0% | -3.2% |
| 30D | -16.6% | -37.6% | +21.0% | -12.4% |
| 3M | -14.3% | -11.1% | -3.2% | -14.9% |
| 6M | +11.6% | -59.2% | +70.8% | +20.1% |
| YTD | +42.6% | -60.5% | +103.0% | +53.1% |
| 1Y | +81.8% | -78.5% | +160.3% | +107.7% |
| 3Y | +632.1% | -92.8% | +724.9% | +787.8% |
| 5Y | +1,401.6% | -97.9% | +1,499.5% | +1,847.1% |
| All | +2,340.1% | -95.9% | +2,436.1% | +3,511.0% |
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