+199.0%
CTAS vs LCID
-96.5%
+295.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.1% | 0.0% |
| 7D | -0.7% | +20.0% | -20.7% | -1.5% |
| 30D | +10.3% | -5.0% | +15.3% | +10.3% |
| 3M | +10.2% | -48.9% | +59.1% | +12.8% |
| 6M | +34.4% | -43.2% | +77.6% | +36.1% |
| YTD | +19.6% | -65.9% | +85.5% | +23.2% |
| 1Y | +21.8% | -79.2% | +101.0% | +27.9% |
| 3Y | +74.1% | -90.4% | +164.5% | +84.5% |
| 5Y | +114.0% | -99.2% | +213.2% | +141.0% |
| All | +199.0% | -96.5% | +295.5% | +292.3% |
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