+187.6%
CFG vs LCID
-90.0%
+277.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.2% | -0.9% |
| 7D | +0.7% | +24.8% | -24.1% | -1.8% |
| 30D | +2.8% | -0.5% | +3.3% | +2.4% |
| 3M | -10.1% | -43.0% | +32.9% | -5.4% |
| 6M | +3.2% | -40.5% | +43.7% | +6.2% |
| YTD | +14.2% | -64.3% | +78.5% | +23.9% |
| 1Y | +27.4% | -78.1% | +105.5% | +45.5% |
| 3Y | +187.6% | -90.1% | +277.7% | +260.6% |
| All | +187.6% | -90.0% | +277.6% | +260.6% |
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