+168.6%
CTAS vs LCID
-95.4%
+264.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.8% | -6.6% | +4.8% | -1.6% |
| 30D | -0.2% | -30.1% | +29.9% | +1.2% |
| 3M | +11.7% | -17.6% | +29.3% | +11.8% |
| 6M | +0.7% | -54.4% | +55.1% | +3.0% |
| YTD | +7.4% | -55.7% | +63.1% | +9.8% |
| 1Y | -2.1% | -71.0% | +68.9% | +1.6% |
| 3Y | +62.9% | -92.6% | +155.6% | +75.0% |
| 5Y | +111.9% | -97.6% | +209.5% | +135.5% |
| All | +168.6% | -95.4% | +264.0% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling