+144.2%
CVE vs LCID
-99.1%
+243.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | 0.0% |
| 7D | -10.0% | +24.8% | -34.8% | -11.5% |
| 30D | -11.9% | -0.5% | -11.3% | -12.1% |
| 3M | -5.9% | -43.0% | +37.0% | -2.6% |
| 6M | -1.6% | -40.5% | +39.0% | +0.2% |
| YTD | +66.3% | -64.3% | +130.6% | +75.8% |
| 1Y | +57.5% | -78.1% | +135.6% | +73.2% |
| 3Y | +65.4% | -90.1% | +155.5% | +86.2% |
| 5Y | +144.2% | -99.1% | +243.2% | +216.4% |
| All | +144.2% | -99.1% | +243.3% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling