-40.2%
CAG vs LCID
-95.4%
+55.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -3.8% | -6.6% | +2.8% | -3.8% |
| 30D | +3.1% | -30.1% | +33.3% | +3.0% |
| 3M | +23.5% | -17.6% | +41.1% | +23.5% |
| 6M | -14.8% | -54.4% | +39.6% | -15.0% |
| YTD | -5.4% | -55.7% | +50.3% | -5.6% |
| 1Y | -11.8% | -71.0% | +59.2% | -12.1% |
| 3Y | -36.7% | -92.6% | +56.0% | -37.2% |
| 5Y | -40.3% | -97.6% | +57.3% | -41.1% |
| All | -40.2% | -95.4% | +55.2% | -38.5% |
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