-92.8%
LCID vs CGNX
+49.8%
-142.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.4% |
| 7D | -9.8% | +3.2% | -13.0% | -10.8% |
| 30D | -35.5% | +6.0% | -41.5% | -36.9% |
| 3M | -18.4% | +3.5% | -21.9% | -20.0% |
| 6M | -60.5% | +26.3% | -86.8% | -64.1% |
| YTD | -60.1% | +79.2% | -139.3% | -69.1% |
| 1Y | -78.8% | +43.8% | -122.6% | -82.2% |
| 3Y | -92.8% | +52.0% | -144.7% | -94.8% |
| All | -92.8% | +49.8% | -142.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling