-95.7%
LCID vs CLBK
+122.4%
-218.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -7.2% |
| 7D | -9.3% | -1.5% | -7.9% | -8.7% |
| 30D | -35.4% | +6.7% | -42.1% | -37.4% |
| 3M | -17.1% | +21.2% | -38.2% | -23.6% |
| 6M | -58.9% | +42.0% | -100.9% | -64.8% |
| YTD | -59.6% | +63.3% | -122.9% | -67.4% |
| 1Y | -78.0% | +65.4% | -143.4% | -82.4% |
| 3Y | -92.7% | +52.5% | -145.2% | -94.1% |
| 5Y | -97.8% | +42.0% | -139.8% | -98.2% |
| All | -95.7% | +122.4% | -218.0% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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