-95.8%
LCID vs CHD
+11.6%
-107.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.2% |
| 7D | -9.1% | -4.7% | -4.4% | -9.4% |
| 30D | -37.6% | -8.3% | -29.3% | -37.9% |
| 3M | -11.1% | -4.0% | -7.0% | -11.3% |
| 6M | -59.2% | -6.5% | -52.7% | -59.3% |
| YTD | -60.5% | +13.1% | -73.5% | -60.2% |
| 1Y | -78.5% | +2.3% | -80.8% | -78.5% |
| 3Y | -92.8% | +1.8% | -94.6% | -92.9% |
| 5Y | -97.9% | +20.6% | -118.5% | -97.8% |
| All | -95.8% | +11.6% | -107.4% | -95.6% |
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