+124.2%
CG vs LCID
-95.5%
+219.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.3% | +1.8% | -3.0% | -1.5% |
| 30D | -3.2% | -34.2% | +31.1% | +1.8% |
| 3M | +6.2% | -9.1% | +15.3% | +5.0% |
| 6M | -4.7% | -52.6% | +47.9% | +1.8% |
| YTD | -20.6% | -56.2% | +35.6% | -14.6% |
| 1Y | -26.4% | -74.9% | +48.5% | -15.6% |
| 3Y | +55.4% | -92.1% | +147.5% | +92.3% |
| 5Y | +9.8% | -97.6% | +107.4% | +50.5% |
| All | +124.2% | -95.5% | +219.7% | +208.4% |
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