+233.7%
CFG vs LCID
-95.4%
+329.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.5% | -6.6% | +8.1% | +2.2% |
| 30D | -3.8% | -30.1% | +26.3% | -0.6% |
| 3M | +11.5% | -17.6% | +29.1% | +11.7% |
| 6M | +19.2% | -54.4% | +73.6% | +26.0% |
| YTD | +23.7% | -55.7% | +79.4% | +30.8% |
| 1Y | +38.8% | -71.0% | +109.9% | +52.2% |
| 3Y | +178.9% | -92.6% | +271.5% | +231.7% |
| 5Y | +101.8% | -97.6% | +199.4% | +152.9% |
| All | +233.7% | -95.4% | +329.1% | +314.3% |
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 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