+10.8%
AIG vs LCID
-50.7%
+61.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +0.3% |
| 7D | +6.6% | -10.2% | +16.8% | +6.6% |
| 30D | +7.0% | -10.2% | +17.2% | +7.1% |
| 3M | +9.7% | -54.1% | +63.8% | +9.0% |
| 6M | +10.8% | -53.8% | +64.6% | +10.2% |
| All | +10.8% | -50.7% | +61.5% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling