+50.2%
CG vs LCID
-93.0%
+143.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -2.0% |
| 7D | -1.2% | +8.9% | -10.1% | -2.4% |
| 30D | +5.0% | -15.4% | +20.5% | +6.9% |
| 3M | -18.2% | -52.9% | +34.7% | -10.6% |
| 6M | -20.7% | -46.8% | +26.1% | -16.4% |
| YTD | -31.4% | -68.9% | +37.5% | -22.7% |
| 1Y | -22.3% | -81.7% | +59.4% | -6.5% |
| 3Y | +50.2% | -92.4% | +142.6% | +104.3% |
| All | +50.2% | -93.0% | +143.2% | +104.3% |
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 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