+634.3%
CVE vs LCID
-97.1%
+731.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.6% | +8.8% | -2.1% |
| 7D | -14.1% | -6.9% | -7.2% | -13.8% |
| 30D | -11.6% | -28.4% | +16.7% | -10.1% |
| 3M | 0.0% | -55.5% | +55.6% | +4.6% |
| 6M | -8.4% | -52.3% | +43.9% | -5.8% |
| YTD | +65.9% | -71.8% | +137.7% | +76.1% |
| 1Y | +69.4% | -82.7% | +152.1% | +85.7% |
| 3Y | +55.9% | -93.5% | +149.5% | +76.3% |
| 5Y | +146.2% | -99.3% | +245.4% | +201.4% |
| All | +634.3% | -97.1% | +731.4% | +953.4% |
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