+246.0%
CVX vs LCID
-95.5%
+341.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | +13.4% | -34.2% | +47.7% | +14.3% |
| 3M | +11.8% | -9.1% | +21.0% | +11.5% |
| 6M | +12.4% | -52.6% | +65.1% | +13.8% |
| YTD | +41.5% | -56.2% | +97.7% | +43.3% |
| 1Y | +41.6% | -74.9% | +116.5% | +45.3% |
| 3Y | +42.2% | -92.1% | +134.3% | +47.9% |
| 5Y | +166.0% | -97.6% | +263.5% | +180.1% |
| All | +246.0% | -95.5% | +341.5% | +282.3% |
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