+210.1%
CFG vs LCID
-97.1%
+307.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.5% |
| 7D | +3.2% | -10.2% | +13.4% | +4.1% |
| 30D | +5.1% | -10.2% | +15.3% | +5.7% |
| 3M | -11.2% | -54.1% | +42.9% | -5.0% |
| 6M | +9.6% | -53.8% | +63.3% | +15.2% |
| YTD | +15.0% | -72.0% | +87.0% | +26.3% |
| 1Y | +29.9% | -80.5% | +110.4% | +47.5% |
| 3Y | +192.1% | -92.6% | +284.6% | +246.7% |
| 5Y | +62.3% | -99.3% | +161.6% | +116.3% |
| All | +210.1% | -97.1% | +307.2% | +300.1% |
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