-96.3%
LCID vs CHD
+33.1%
-129.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.6% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.8% | +12.2% | -5.3% | +7.6% |
| 3M | -45.2% | +9.3% | -54.5% | -44.9% |
| 6M | -39.1% | +24.3% | -63.4% | -38.3% |
| YTD | -65.3% | +34.9% | -100.1% | -64.7% |
| 1Y | -78.4% | +32.7% | -111.1% | -78.1% |
| 3Y | -90.3% | +29.4% | -119.8% | -90.3% |
| 5Y | -99.2% | +31.7% | -130.9% | -99.2% |
| All | -96.3% | +33.1% | -129.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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