-41.2%
CAG vs LCID
-97.8%
+56.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | -1.0% |
| 7D | -6.6% | -9.3% | +2.7% | -6.6% |
| 30D | +2.3% | -35.4% | +37.7% | +2.3% |
| 3M | +16.3% | -17.1% | +33.4% | +16.4% |
| 6M | -16.0% | -58.9% | +42.9% | -16.0% |
| YTD | -7.7% | -59.6% | +51.9% | -7.6% |
| 1Y | -16.0% | -78.0% | +61.9% | -16.0% |
| 3Y | -37.7% | -92.7% | +55.0% | -37.7% |
| 5Y | -41.2% | -97.8% | +56.6% | -43.4% |
| All | -41.2% | -97.8% | +56.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling