+34.3%
AIG vs LCID
-93.0%
+127.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -2.4% | -9.1% | +6.7% | -2.2% |
| 30D | -2.9% | -37.6% | +34.7% | -2.2% |
| 3M | +0.8% | -11.1% | +11.8% | +0.8% |
| 6M | -2.7% | -59.2% | +56.5% | -1.2% |
| YTD | -11.2% | -60.5% | +49.3% | -9.9% |
| 1Y | -1.5% | -78.5% | +77.0% | +1.4% |
| All | +34.3% | -93.0% | +127.3% | +40.2% |
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