+36.5%
ACGL vs LCID
-93.7%
+130.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.6% | +11.5% | -0.2% |
| 7D | +6.4% | -6.9% | +13.3% | +6.3% |
| 30D | +16.6% | -28.4% | +45.0% | +16.1% |
| 3M | +11.6% | -55.5% | +67.1% | +10.4% |
| 6M | +17.5% | -52.3% | +69.8% | +16.8% |
| YTD | +15.3% | -71.8% | +87.1% | +14.0% |
| 1Y | +26.3% | -82.7% | +109.0% | +24.2% |
| All | +36.5% | -93.7% | +130.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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