+240.9%
AIG vs LCID
-97.1%
+338.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +0.7% |
| 7D | +6.6% | -10.2% | +16.8% | +6.9% |
| 30D | +7.0% | -10.2% | +17.2% | +7.2% |
| 3M | +9.7% | -54.1% | +63.8% | +12.5% |
| 6M | +10.8% | -53.8% | +64.6% | +12.9% |
| YTD | -1.3% | -72.0% | +70.8% | +2.2% |
| 1Y | +8.4% | -80.5% | +88.9% | +13.8% |
| 3Y | +39.0% | -92.6% | +131.6% | +48.3% |
| 5Y | +59.6% | -99.3% | +158.9% | +81.2% |
| All | +240.9% | -97.1% | +338.1% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling