-97.6%
LCID vs CRL
-37.4%
-60.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.3% |
| 7D | +1.8% | -0.6% | +2.3% | +2.0% |
| 30D | -34.2% | +5.0% | -39.2% | -35.9% |
| 3M | -9.1% | +50.6% | -59.7% | -27.9% |
| 6M | -52.6% | +60.9% | -113.5% | -64.2% |
| YTD | -56.2% | +40.7% | -96.9% | -64.5% |
| 1Y | -74.9% | +73.3% | -148.2% | -82.0% |
| 3Y | -92.1% | +40.6% | -132.6% | -93.9% |
| 5Y | -97.6% | -37.0% | -60.6% | -97.0% |
| All | -97.6% | -37.4% | -60.1% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling