+92.0%
CG vs LCID
-96.8%
+188.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.3% | +7.0% | -2.8% |
| 7D | -1.5% | +9.2% | -10.7% | -2.7% |
| 30D | +5.7% | -3.0% | +8.7% | +5.8% |
| 3M | -17.9% | -50.2% | +32.4% | -11.0% |
| 6M | -20.2% | -45.8% | +25.6% | -16.3% |
| YTD | -32.0% | -69.2% | +37.2% | -24.0% |
| 1Y | -27.0% | -80.4% | +53.4% | -14.0% |
| 3Y | +42.8% | -91.4% | +134.2% | +75.1% |
| 5Y | -23.4% | -99.3% | +75.8% | +11.8% |
| All | +92.0% | -96.8% | +188.9% | +174.7% |
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