+164.7%
ACGL vs LCID
-99.2%
+264.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.4% | -13.4% | -3.1% |
| 7D | +0.9% | +8.9% | -8.1% | +0.8% |
| 30D | +13.7% | -15.4% | +29.2% | +13.8% |
| 3M | +8.0% | -52.9% | +60.9% | +8.7% |
| 6M | +13.3% | -46.8% | +60.1% | +13.7% |
| YTD | +11.8% | -68.9% | +80.7% | +12.9% |
| 1Y | +22.2% | -81.7% | +103.9% | +24.3% |
| 3Y | +32.5% | -92.4% | +124.9% | +35.6% |
| All | +164.7% | -99.2% | +264.0% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling