+60.3%
CG vs LCID
-92.2%
+152.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.9% |
| 7D | -4.3% | -6.6% | +2.3% | -3.5% |
| 30D | -5.1% | -30.1% | +25.1% | -0.7% |
| 3M | +8.7% | -17.6% | +26.3% | +8.7% |
| 6M | -9.2% | -54.4% | +45.2% | -1.5% |
| YTD | -18.9% | -55.7% | +36.9% | -11.9% |
| 1Y | -25.6% | -71.0% | +45.4% | -14.9% |
| All | +60.3% | -92.2% | +152.5% | +124.0% |
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