+58.6%
CVE vs LCID
-93.7%
+152.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.6% | +8.8% | -2.2% |
| 7D | -14.1% | -6.9% | -7.2% | -13.9% |
| 30D | -11.6% | -28.4% | +16.7% | -10.3% |
| 3M | 0.0% | -55.5% | +55.6% | +4.0% |
| 6M | -8.4% | -52.3% | +43.9% | -6.1% |
| YTD | +65.9% | -71.8% | +137.7% | +76.2% |
| 1Y | +69.4% | -82.7% | +152.1% | +86.2% |
| All | +58.6% | -93.7% | +152.2% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling