+180.8%
CSCO vs LCID
-96.8%
+277.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -2.3% |
| 7D | -10.2% | +8.9% | -19.1% | -10.5% |
| 30D | -20.1% | -15.4% | -4.6% | -19.7% |
| 3M | -22.1% | -52.9% | +30.8% | -20.2% |
| 6M | +3.2% | -46.8% | +50.0% | +4.7% |
| YTD | +24.1% | -68.9% | +93.0% | +27.9% |
| 1Y | +34.6% | -81.7% | +116.2% | +41.1% |
| 3Y | +90.0% | -92.4% | +182.4% | +101.3% |
| 5Y | +88.6% | -99.2% | +187.8% | +106.4% |
| All | +180.8% | -96.8% | +277.6% | +211.0% |
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