-92.6%
LCID vs CRL
+97.9%
-190.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.9% |
| 7D | -10.2% | +0.1% | -10.3% | -10.1% |
| 30D | -10.2% | +11.9% | -22.1% | -14.8% |
| 3M | -54.1% | +20.2% | -74.3% | -57.8% |
| 6M | -53.8% | +107.5% | -161.3% | -66.8% |
| YTD | -72.0% | +69.4% | -141.5% | -78.3% |
| 1Y | -80.5% | +99.7% | -180.3% | -85.9% |
| 3Y | -92.6% | +98.8% | -191.3% | -94.8% |
| All | -92.6% | +97.9% | -190.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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