+262.7%
CVX vs LCID
-97.1%
+359.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.2% | +10.9% | +1.8% |
| 7D | +3.4% | -10.2% | +13.6% | +3.6% |
| 30D | -1.0% | -10.2% | +9.2% | -0.9% |
| 3M | +12.2% | -54.1% | +66.3% | +13.6% |
| 6M | +20.3% | -53.8% | +74.1% | +21.4% |
| YTD | +48.3% | -72.0% | +120.3% | +51.2% |
| 1Y | +46.9% | -80.5% | +127.4% | +51.0% |
| 3Y | +73.1% | -92.6% | +165.7% | +80.0% |
| 5Y | +135.2% | -99.3% | +234.6% | +150.5% |
| All | +262.7% | -97.1% | +359.8% | +303.2% |
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