-97.6%
LCID vs CAPR
+84.7%
-182.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | -6.6% | -2.0% | -4.6% | -6.5% |
| 30D | -30.1% | +139.2% | -169.3% | -32.3% |
| 3M | -17.6% | -66.4% | +48.8% | -16.7% |
| 6M | -54.4% | -63.1% | +8.7% | -54.1% |
| YTD | -55.7% | -67.4% | +11.7% | -55.3% |
| 1Y | -71.0% | +58.2% | -129.3% | -74.5% |
| 3Y | -92.6% | +42.2% | -134.9% | -94.6% |
| All | -97.6% | +84.7% | -182.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling