+69.4%
CVE vs LCID
-82.0%
+151.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.6% | +8.8% | -2.8% |
| 7D | -14.1% | -6.9% | -7.2% | -14.0% |
| 30D | -11.6% | -28.4% | +16.7% | -11.2% |
| 3M | 0.0% | -55.5% | +55.6% | +1.4% |
| 6M | -8.4% | -52.3% | +43.9% | -7.3% |
| YTD | +65.9% | -71.8% | +137.7% | +77.1% |
| 1Y | +69.4% | -82.7% | +152.1% | +88.0% |
| All | +69.4% | -82.0% | +151.5% | +88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling