-99.3%
LCID vs CAPR
+172.3%
-271.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.9% | -2.3% | -9.0% |
| 7D | -10.2% | +5.9% | -16.1% | -10.4% |
| 30D | -10.2% | +44.6% | -54.8% | -11.3% |
| 3M | -54.1% | +126.4% | -180.5% | -55.6% |
| 6M | -53.8% | -68.6% | +14.8% | -53.2% |
| YTD | -72.0% | -67.0% | -5.1% | -71.8% |
| 1Y | -80.5% | +65.2% | -145.7% | -83.0% |
| 3Y | -92.6% | +235.6% | -328.1% | -95.4% |
| All | -99.3% | +172.3% | -271.6% | -99.6% |
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