+648.9%
CRS vs LCID
-92.3%
+741.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.4% |
| 7D | -3.1% | +1.8% | -4.8% | -3.3% |
| 30D | -19.6% | -34.2% | +14.6% | -16.0% |
| 3M | -8.1% | -9.1% | +1.0% | -9.2% |
| 6M | +18.6% | -52.6% | +71.2% | +26.2% |
| YTD | +45.9% | -56.2% | +102.1% | +55.7% |
| 1Y | +82.5% | -74.9% | +157.4% | +106.8% |
| 3Y | +648.9% | -92.1% | +741.0% | +809.9% |
| All | +648.9% | -92.3% | +741.2% | +809.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling