-96.4%
LCID vs CAPR
+70.4%
-166.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.4% | 0.0% | +9.1% |
| 7D | +20.0% | +36.0% | -16.0% | +18.7% |
| 30D | -5.0% | +25.8% | -30.8% | -5.8% |
| 3M | -48.9% | +140.8% | -189.7% | -50.8% |
| 6M | -43.2% | -67.6% | +24.4% | -42.5% |
| YTD | -65.9% | -65.9% | -0.1% | -65.7% |
| 1Y | -79.2% | +66.1% | -145.3% | -82.1% |
| 3Y | -90.4% | +256.9% | -347.3% | -94.1% |
| 5Y | -99.2% | +172.1% | -271.3% | -99.5% |
| All | -96.4% | +70.4% | -166.8% | -97.9% |
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