+204.5%
CTAS vs LCID
-96.4%
+300.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.0% |
| 7D | -0.8% | +8.9% | -9.7% | -1.2% |
| 30D | +10.7% | +6.8% | +3.9% | +10.3% |
| 3M | +11.0% | -45.2% | +56.2% | +13.4% |
| 6M | +38.7% | -39.1% | +77.9% | +40.1% |
| YTD | +21.8% | -65.3% | +87.0% | +25.4% |
| 1Y | +23.6% | -78.4% | +102.0% | +29.6% |
| 3Y | +74.9% | -90.3% | +165.3% | +85.3% |
| 5Y | +119.5% | -99.2% | +218.6% | +146.9% |
| All | +204.5% | -96.4% | +300.9% | +299.2% |
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 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