-79.4%
LCID vs CAPR
+47.4%
-126.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +8.3% | +3.3% | +11.5% |
| 7D | -1.2% | +43.2% | -44.4% | -1.7% |
| 30D | -19.2% | +14.7% | -33.8% | -19.4% |
| 3M | -56.7% | +113.9% | -170.6% | -57.2% |
| 6M | -49.6% | -73.4% | +23.7% | -49.2% |
| YTD | -68.1% | -69.1% | +1.0% | -68.0% |
| 1Y | -79.4% | +47.2% | -126.6% | -80.5% |
| All | -79.4% | +47.4% | -126.8% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling