+25.8%
AG vs LCID
-96.4%
+122.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.9% |
| 7D | -4.0% | +8.9% | -12.9% | -4.9% |
| 30D | -13.1% | +6.8% | -19.9% | -13.8% |
| 3M | -22.0% | -45.2% | +23.2% | -18.3% |
| 6M | -37.3% | -39.1% | +1.9% | -35.7% |
| YTD | -11.2% | -65.3% | +54.1% | -5.1% |
| 1Y | +23.9% | -78.4% | +102.3% | +37.1% |
| 3Y | +225.1% | -90.3% | +315.5% | +269.7% |
| 5Y | +7.7% | -99.2% | +106.9% | +36.0% |
| All | +25.8% | -96.4% | +122.3% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling