-2.7%
AGG vs LCID
-95.9%
+93.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -9.8% | +8.8% | -1.0% |
| 30D | -1.1% | -35.5% | +34.3% | -0.8% |
| 3M | -1.9% | -18.4% | +16.4% | -1.9% |
| 6M | -1.7% | -60.5% | +58.8% | -1.2% |
| YTD | -1.3% | -60.1% | +58.8% | -0.9% |
| 1Y | -0.7% | -78.8% | +78.0% | +0.1% |
| 3Y | +12.5% | -92.8% | +105.3% | +13.7% |
| 5Y | -2.5% | -97.9% | +95.4% | -1.1% |
| All | -2.7% | -95.9% | +93.2% | -1.6% |
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 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