+223.6%
CTVA vs LCID
-95.4%
+319.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +4.9% | -6.6% | +11.5% | +5.3% |
| 30D | +11.9% | -30.1% | +42.1% | +14.0% |
| 3M | +13.7% | -17.6% | +31.3% | +13.9% |
| 6M | +13.1% | -54.4% | +67.6% | +16.9% |
| YTD | +32.0% | -55.7% | +87.7% | +36.2% |
| 1Y | +22.1% | -71.0% | +93.1% | +28.4% |
| 3Y | +77.5% | -92.6% | +170.1% | +95.0% |
| 5Y | +106.3% | -97.6% | +203.9% | +129.3% |
| All | +223.6% | -95.4% | +319.0% | +268.3% |
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 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