+673.4%
CVE vs LCID
-97.1%
+770.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.2% |
| 7D | +5.9% | -10.2% | +16.1% | +6.4% |
| 30D | -10.9% | -10.2% | -0.7% | -10.7% |
| 3M | -4.5% | -54.1% | +49.6% | -0.5% |
| 6M | -1.0% | -53.8% | +52.8% | +1.9% |
| YTD | +74.7% | -72.0% | +146.8% | +85.3% |
| 1Y | +65.8% | -80.5% | +146.3% | +80.0% |
| 3Y | +73.2% | -92.6% | +165.7% | +93.7% |
| 5Y | +155.6% | -99.3% | +254.9% | +213.0% |
| All | +673.4% | -97.1% | +770.5% | +1,008.2% |
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