+34.3%
ACGL vs LCID
-90.9%
+125.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | +0.9% |
| 7D | -1.1% | +20.0% | -21.1% | -0.8% |
| 30D | +13.1% | -5.0% | +18.1% | +13.1% |
| 3M | +9.8% | -48.9% | +58.7% | +8.9% |
| 6M | +15.3% | -43.2% | +58.5% | +14.9% |
| YTD | +12.7% | -65.9% | +78.7% | +11.7% |
| 1Y | +20.7% | -79.2% | +99.9% | +19.0% |
| 3Y | +34.3% | -90.4% | +124.7% | +31.5% |
| All | +34.3% | -90.9% | +125.2% | +31.5% |
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