+135.5%
CVE vs LCID
-99.2%
+234.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.3% |
| 7D | -16.1% | +8.9% | -25.1% | -16.8% |
| 30D | -10.4% | -15.4% | +5.0% | -9.6% |
| 3M | -2.4% | -52.9% | +50.5% | +2.5% |
| 6M | -4.4% | -46.8% | +42.4% | -2.0% |
| YTD | +64.9% | -68.9% | +133.8% | +76.1% |
| 1Y | +66.0% | -81.7% | +147.7% | +85.2% |
| 3Y | +57.7% | -92.4% | +150.0% | +81.5% |
| All | +135.5% | -99.2% | +234.8% | +210.5% |
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