+97.5%
CSCO vs LCID
-92.2%
+189.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.2% | +3.0% | -5.9% |
| 7D | +1.9% | -10.2% | +12.1% | +2.3% |
| 30D | -15.8% | -10.2% | -5.7% | -15.6% |
| 3M | -15.4% | -54.1% | +38.7% | -13.2% |
| 6M | -5.4% | -53.8% | +48.4% | -3.3% |
| YTD | +26.5% | -72.0% | +98.5% | +31.3% |
| 1Y | +25.9% | -80.5% | +106.4% | +32.4% |
| 3Y | +97.5% | -92.6% | +190.1% | +108.6% |
| All | +97.5% | -92.2% | +189.7% | +108.6% |
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