-96.2%
LCID vs CAPR
+53.5%
-149.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.9% | +14.7% | +5.1% |
| 7D | +24.8% | +7.6% | +17.2% | +24.5% |
| 30D | -0.5% | +13.3% | -13.8% | -1.0% |
| 3M | -43.0% | +130.4% | -173.4% | -45.1% |
| 6M | -40.5% | -70.8% | +30.3% | -39.6% |
| YTD | -64.3% | -69.3% | +4.9% | -63.9% |
| 1Y | -78.1% | +59.5% | -137.6% | -81.2% |
| 3Y | -90.1% | +216.8% | -306.9% | -93.9% |
| 5Y | -99.1% | +152.7% | -251.8% | -99.5% |
| All | -96.2% | +53.5% | -149.6% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling