+1,488.1%
CRS vs LCID
-97.1%
+1,585.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.2% | +6.6% | -1.7% |
| 7D | +4.8% | -10.2% | +14.9% | +5.9% |
| 30D | -23.2% | -10.2% | -13.0% | -22.8% |
| 3M | -45.5% | -54.1% | +8.6% | -41.4% |
| 6M | -33.1% | -53.8% | +20.6% | -29.4% |
| YTD | -7.2% | -72.0% | +64.8% | +2.5% |
| 1Y | -10.0% | -80.5% | +70.5% | +3.2% |
| 3Y | +332.3% | -92.6% | +424.9% | +419.4% |
| 5Y | +801.9% | -99.3% | +901.2% | +1,144.0% |
| All | +1,488.1% | -97.1% | +1,585.2% | +2,318.3% |
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 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