+107.8%
CSX vs LCID
-96.3%
+204.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.0% |
| 7D | +0.7% | +24.8% | -24.1% | -0.2% |
| 30D | +8.1% | -0.5% | +8.6% | +7.9% |
| 3M | +2.2% | -43.0% | +45.2% | +4.1% |
| 6M | +14.6% | -40.5% | +55.1% | +15.7% |
| YTD | +42.2% | -64.3% | +106.5% | +46.2% |
| 1Y | +47.3% | -78.1% | +125.4% | +54.5% |
| 3Y | +73.5% | -90.1% | +163.6% | +84.0% |
| 5Y | +54.1% | -99.1% | +153.2% | +70.4% |
| All | +107.8% | -96.3% | +204.1% | +134.0% |
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