-43.6%
CAG vs LCID
-95.9%
+52.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.7% |
| 7D | -5.7% | -9.8% | +4.1% | -5.7% |
| 30D | -2.4% | -35.5% | +33.1% | -2.5% |
| 3M | +9.8% | -18.4% | +28.2% | +9.8% |
| 6M | -10.8% | -60.5% | +49.6% | -11.1% |
| YTD | -10.8% | -60.1% | +49.3% | -11.0% |
| 1Y | -19.0% | -78.8% | +59.8% | -19.3% |
| 3Y | -39.7% | -92.8% | +53.1% | -40.2% |
| 5Y | -43.0% | -97.9% | +54.9% | -43.8% |
| All | -43.6% | -95.9% | +52.3% | -42.0% |
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