+36.0%
ACGL vs LCID
-92.6%
+128.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -1.7% |
| 7D | -0.7% | -6.6% | +5.8% | -0.8% |
| 30D | -1.0% | -30.1% | +29.2% | -1.5% |
| 3M | +11.0% | -17.6% | +28.7% | +11.2% |
| 6M | -0.3% | -54.4% | +54.1% | -1.0% |
| YTD | +2.3% | -55.7% | +58.0% | +1.6% |
| 1Y | +6.4% | -71.0% | +77.4% | +5.2% |
| All | +36.0% | -92.6% | +128.6% | +33.1% |
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