-37.1%
CAG vs LCID
-92.3%
+55.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.4% |
| 7D | -5.3% | +1.8% | -7.0% | -5.3% |
| 30D | +1.0% | -34.2% | +35.2% | +1.2% |
| 3M | +17.4% | -9.1% | +26.5% | +17.4% |
| 6M | -16.8% | -52.6% | +35.8% | -16.6% |
| YTD | -6.8% | -56.2% | +49.4% | -6.5% |
| 1Y | -15.4% | -74.9% | +59.5% | -15.0% |
| 3Y | -37.1% | -92.1% | +55.0% | -34.5% |
| All | -37.1% | -92.3% | +55.2% | -34.5% |
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 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