+168.6%
CTAS vs LCID
-95.5%
+264.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -1.0% | -34.2% | +33.2% | +0.6% |
| 3M | +15.8% | -9.1% | +24.9% | +15.4% |
| 6M | -1.0% | -52.6% | +51.6% | +1.1% |
| YTD | +7.4% | -56.2% | +63.6% | +9.8% |
| 1Y | -0.1% | -74.9% | +74.8% | +4.3% |
| 3Y | +66.3% | -92.1% | +158.4% | +78.0% |
| 5Y | +111.0% | -97.6% | +208.5% | +134.6% |
| All | +168.6% | -95.5% | +264.1% | +249.8% |
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