+99.8%
CSX vs LCID
-96.8%
+196.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.4% | -13.8% | -3.8% |
| 7D | -5.5% | +8.9% | -14.5% | -5.9% |
| 30D | +4.9% | -15.4% | +20.4% | +5.4% |
| 3M | -2.9% | -52.9% | +50.0% | -0.3% |
| 6M | +8.3% | -46.8% | +55.2% | +9.9% |
| YTD | +36.7% | -68.9% | +105.6% | +41.4% |
| 1Y | +41.5% | -81.7% | +123.2% | +49.5% |
| 3Y | +68.6% | -92.4% | +161.0% | +80.5% |
| 5Y | +48.4% | -99.2% | +147.7% | +65.1% |
| All | +99.8% | -96.8% | +196.6% | +126.3% |
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 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