+562.3%
CEG vs LCID
-99.0%
+661.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.4% |
| 7D | +1.7% | +24.8% | -23.2% | -0.3% |
| 30D | -10.2% | -0.5% | -9.6% | -10.4% |
| 3M | -0.8% | -43.0% | +42.1% | +3.2% |
| 6M | -11.5% | -40.5% | +29.0% | -9.6% |
| YTD | -23.9% | -64.3% | +40.5% | -19.3% |
| 1Y | -25.4% | -78.1% | +52.7% | -17.6% |
| 3Y | +124.2% | -90.1% | +214.2% | +154.5% |
| All | +562.3% | -99.0% | +661.3% | +655.3% |
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