+72.8%
AG vs LCID
-97.8%
+170.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.8% | +9.8% | +2.9% |
| 7D | -0.1% | -9.3% | +9.2% | +0.9% |
| 30D | +12.5% | -35.4% | +47.9% | +17.5% |
| 3M | +28.2% | -17.1% | +45.2% | +27.9% |
| 6M | -18.8% | -58.9% | +40.1% | -12.9% |
| YTD | +27.4% | -59.6% | +87.0% | +36.4% |
| 1Y | +132.2% | -78.0% | +210.2% | +163.2% |
| 3Y | +286.9% | -92.7% | +379.5% | +363.8% |
| 5Y | +72.8% | -97.8% | +170.6% | +148.6% |
| All | +72.8% | -97.8% | +170.6% | +148.6% |
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