+67.8%
CSX vs LCID
-97.6%
+165.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.8% |
| 7D | -3.4% | -6.6% | +3.2% | -3.1% |
| 30D | -3.1% | -30.1% | +27.1% | -1.5% |
| 3M | +7.2% | -17.6% | +24.8% | +7.1% |
| 6M | +16.2% | -54.4% | +70.6% | +19.6% |
| YTD | +37.5% | -55.7% | +93.3% | +41.4% |
| 1Y | +53.2% | -71.0% | +124.3% | +60.8% |
| 3Y | +68.2% | -92.6% | +160.9% | +84.4% |
| All | +67.8% | -97.6% | +165.4% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling