-42.4%
CAG vs LCID
-97.1%
+54.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.2% | +10.5% | +1.2% |
| 7D | -3.3% | -10.2% | +6.8% | -3.4% |
| 30D | +7.7% | -10.2% | +17.8% | +7.6% |
| 3M | -3.2% | -54.1% | +50.9% | -3.4% |
| 6M | +7.0% | -53.8% | +60.7% | +6.8% |
| YTD | -9.0% | -72.0% | +63.1% | -9.3% |
| 1Y | -9.6% | -80.5% | +70.9% | -10.0% |
| 3Y | -36.0% | -92.6% | +56.6% | -36.4% |
| 5Y | -40.9% | -99.3% | +58.5% | -42.4% |
| All | -42.4% | -97.1% | +54.7% | -40.9% |
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