-95.3%
LCID vs CAPR
+56.7%
-152.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.9% |
| 7D | +1.8% | -9.5% | +11.2% | +2.1% |
| 30D | -34.2% | +121.5% | -155.7% | -36.5% |
| 3M | -9.1% | -65.4% | +56.2% | -8.1% |
| 6M | -52.6% | -67.5% | +14.9% | -52.0% |
| YTD | -56.2% | -68.6% | +12.4% | -55.6% |
| 1Y | -74.9% | +42.7% | -117.6% | -78.3% |
| 3Y | -92.1% | +43.4% | -135.4% | -94.5% |
| 5Y | -97.6% | +86.0% | -183.6% | -98.5% |
| All | -95.3% | +56.7% | -152.1% | -97.3% |
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