+207.9%
AIG vs LCID
-95.9%
+303.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -1.2% | -9.8% | +8.7% | -0.8% |
| 30D | -1.1% | -35.5% | +34.4% | +0.4% |
| 3M | +0.7% | -18.4% | +19.1% | +0.8% |
| 6M | -2.2% | -60.5% | +58.3% | +0.6% |
| YTD | -10.8% | -60.1% | +49.2% | -8.6% |
| 1Y | -2.0% | -78.8% | +76.8% | +2.9% |
| 3Y | +34.8% | -92.8% | +127.6% | +44.9% |
| 5Y | +55.0% | -97.9% | +152.9% | +71.9% |
| All | +207.9% | -95.9% | +303.8% | +275.9% |
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