+74.5%
CSX vs LCID
-93.7%
+168.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.6% | +9.2% | -1.8% |
| 7D | -2.7% | -6.9% | +4.2% | -2.4% |
| 30D | +7.0% | -28.4% | +35.4% | +8.4% |
| 3M | -0.3% | -55.5% | +55.2% | +2.9% |
| 6M | +13.5% | -52.3% | +65.9% | +15.8% |
| YTD | +41.5% | -71.8% | +113.3% | +48.2% |
| 1Y | +45.8% | -82.7% | +128.5% | +56.9% |
| All | +74.5% | -93.7% | +168.2% | +93.2% |
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