+756.8%
CVE vs LCID
-95.4%
+852.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.4% |
| 7D | +2.5% | -6.6% | +9.1% | +2.9% |
| 30D | +16.7% | -30.1% | +46.9% | +19.2% |
| 3M | +9.3% | -17.6% | +26.9% | +9.2% |
| 6M | +43.6% | -54.4% | +98.0% | +49.0% |
| YTD | +93.6% | -55.7% | +149.3% | +100.7% |
| 1Y | +98.8% | -71.0% | +169.8% | +111.3% |
| 3Y | +73.6% | -92.6% | +166.2% | +95.4% |
| 5Y | +312.5% | -97.6% | +410.1% | +384.3% |
| All | +756.8% | -95.4% | +852.3% | +1,100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling