-95.3%
LCID vs CRL
+31.1%
-126.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | -6.6% | -1.0% | -5.6% | -6.0% |
| 30D | -30.1% | +10.7% | -40.8% | -33.8% |
| 3M | -17.6% | +55.3% | -72.9% | -35.7% |
| 6M | -54.4% | +60.7% | -115.1% | -65.6% |
| YTD | -55.7% | +44.6% | -100.3% | -64.7% |
| 1Y | -71.0% | +77.7% | -148.8% | -79.5% |
| 3Y | -92.6% | +37.6% | -130.3% | -94.3% |
| 5Y | -97.6% | -35.8% | -61.8% | -97.2% |
| All | -95.3% | +31.1% | -126.4% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling