+76.0%
CTAS vs LCID
-93.0%
+169.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -2.1% |
| 7D | +1.2% | +8.9% | -7.8% | +0.8% |
| 30D | +12.8% | -15.4% | +28.2% | +13.2% |
| 3M | +10.3% | -52.9% | +63.1% | +12.9% |
| 6M | +32.0% | -46.8% | +78.8% | +33.6% |
| YTD | +19.1% | -68.9% | +88.0% | +22.6% |
| 1Y | +21.5% | -81.7% | +103.2% | +27.4% |
| 3Y | +76.0% | -92.4% | +168.4% | +87.0% |
| All | +76.0% | -93.0% | +169.1% | +87.0% |
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