-95.8%
LCID vs CGNX
+3.3%
-99.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -9.1% | +1.5% | -10.6% | -9.7% |
| 30D | -37.6% | -1.8% | -35.8% | -37.3% |
| 3M | -11.1% | +5.3% | -16.3% | -14.4% |
| 6M | -59.2% | +22.3% | -81.5% | -63.8% |
| YTD | -60.5% | +72.2% | -132.6% | -71.9% |
| 1Y | -78.5% | +39.8% | -118.3% | -83.1% |
| 3Y | -92.8% | +44.8% | -137.7% | -94.9% |
| 5Y | -97.9% | -27.0% | -70.9% | -97.9% |
| All | -95.8% | +3.3% | -99.1% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling