+83.7%
CVS vs LCID
-96.4%
+180.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.6% |
| 7D | +12.0% | +8.9% | +3.1% | +11.8% |
| 30D | +2.8% | +6.8% | -4.1% | +2.6% |
| 3M | -3.6% | -45.2% | +41.7% | -2.7% |
| 6M | -1.6% | -39.1% | +37.5% | -1.1% |
| YTD | +16.3% | -65.3% | +81.5% | +17.9% |
| 1Y | +15.5% | -78.4% | +93.9% | +18.2% |
| 3Y | +48.1% | -90.3% | +138.5% | +52.4% |
| 5Y | +12.3% | -99.2% | +111.5% | +15.0% |
| All | +83.7% | -96.4% | +180.1% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling