+248.4%
CVX vs LCID
-96.3%
+344.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | +0.1% |
| 7D | -6.2% | +24.8% | -31.1% | -6.6% |
| 30D | -0.4% | -0.5% | +0.2% | -0.4% |
| 3M | +9.3% | -43.0% | +52.3% | +10.3% |
| 6M | +18.4% | -40.5% | +58.9% | +18.9% |
| YTD | +42.5% | -64.3% | +106.8% | +44.7% |
| 1Y | +41.0% | -78.1% | +119.1% | +45.0% |
| 3Y | +67.5% | -90.1% | +157.6% | +73.4% |
| 5Y | +126.1% | -99.1% | +225.2% | +139.8% |
| All | +248.4% | -96.3% | +344.7% | +286.0% |
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