+1.9%
CTSH vs LCID
-96.5%
+98.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.2% | -2.3% |
| 7D | -2.3% | +20.0% | -22.3% | -3.5% |
| 30D | +7.4% | -5.0% | +12.4% | +7.5% |
| 3M | +10.9% | -48.9% | +59.8% | +14.8% |
| 6M | +24.7% | -43.2% | +67.9% | +27.1% |
| YTD | -22.0% | -65.9% | +44.0% | -18.5% |
| 1Y | -11.2% | -79.2% | +68.0% | -4.7% |
| 3Y | +3.9% | -90.4% | +94.3% | +12.8% |
| 5Y | -13.9% | -99.2% | +85.3% | +0.5% |
| All | +1.9% | -96.5% | +98.4% | +27.5% |
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