+228.9%
AG vs LCID
-90.0%
+318.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.6% | -6.5% |
| 7D | +6.0% | +24.8% | -18.9% | +2.7% |
| 30D | -13.5% | -0.5% | -13.0% | -13.9% |
| 3M | -20.7% | -43.0% | +22.3% | -15.4% |
| 6M | -31.5% | -40.5% | +9.0% | -29.1% |
| YTD | -10.1% | -64.3% | +54.2% | -0.9% |
| 1Y | +26.0% | -78.1% | +104.1% | +47.2% |
| 3Y | +228.9% | -90.1% | +319.0% | +356.7% |
| All | +228.9% | -90.0% | +318.9% | +356.7% |
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 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