+66.6%
CSCO vs LCID
-74.3%
+140.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | -10.1% | -34.2% | +24.1% | -9.5% |
| 3M | -11.7% | -9.1% | -2.6% | -11.3% |
| 6M | +40.1% | -52.6% | +92.7% | +43.2% |
| YTD | +43.8% | -56.2% | +100.0% | +46.6% |
| 1Y | +66.6% | -74.9% | +141.5% | +69.1% |
| All | +66.6% | -74.3% | +140.9% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling