+320.2%
CVE vs LCID
-97.6%
+417.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.4% |
| 7D | +2.5% | -6.6% | +9.1% | +3.0% |
| 30D | +16.7% | -30.1% | +46.9% | +19.7% |
| 3M | +9.3% | -17.6% | +26.9% | +9.2% |
| 6M | +43.6% | -54.4% | +98.0% | +50.3% |
| YTD | +93.6% | -55.7% | +149.3% | +102.4% |
| 1Y | +98.8% | -71.0% | +169.8% | +114.3% |
| 3Y | +73.6% | -92.6% | +166.2% | +102.3% |
| All | +320.2% | -97.6% | +417.8% | +447.9% |
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