+108.1%
CSCO vs LCID
-92.2%
+200.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | -0.7% | -6.6% | +5.9% | -0.4% |
| 30D | -10.1% | -30.1% | +20.0% | -9.0% |
| 3M | -15.7% | -17.6% | +1.9% | -15.5% |
| 6M | +36.3% | -54.4% | +90.7% | +39.6% |
| YTD | +43.8% | -55.7% | +99.6% | +47.2% |
| 1Y | +63.9% | -71.0% | +135.0% | +70.1% |
| All | +108.1% | -92.2% | +200.4% | +125.3% |
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 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