+103.5%
CG vs LCID
-96.3%
+199.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.2% | -2.0% |
| 7D | +2.0% | +24.8% | -22.9% | -1.0% |
| 30D | +8.5% | -0.5% | +9.1% | +8.2% |
| 3M | -12.1% | -43.0% | +30.8% | -6.4% |
| 6M | -16.4% | -40.5% | +24.1% | -13.4% |
| YTD | -28.0% | -64.3% | +36.4% | -20.9% |
| 1Y | -18.9% | -78.1% | +59.2% | -5.7% |
| 3Y | +51.2% | -90.1% | +141.3% | +82.2% |
| 5Y | -15.9% | -99.1% | +83.2% | +20.3% |
| All | +103.5% | -96.3% | +199.8% | +185.7% |
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