+57.7%
CVE vs LCID
-93.0%
+150.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.0% |
| 7D | -16.1% | +8.9% | -25.1% | -16.5% |
| 30D | -10.4% | -15.4% | +5.0% | -9.8% |
| 3M | -2.4% | -52.9% | +50.5% | +1.3% |
| 6M | -4.4% | -46.8% | +42.4% | -2.6% |
| YTD | +64.9% | -68.9% | +133.8% | +74.4% |
| 1Y | +66.0% | -81.7% | +147.7% | +82.2% |
| 3Y | +57.7% | -92.4% | +150.0% | +86.2% |
| All | +57.7% | -93.0% | +150.7% | +86.2% |
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