+45.0%
CG vs LCID
-92.2%
+137.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.2% | +10.3% | +2.3% |
| 7D | +0.2% | -10.2% | +10.4% | +1.5% |
| 30D | +11.2% | -10.2% | +21.4% | +12.4% |
| 3M | -22.1% | -54.1% | +32.0% | -14.4% |
| 6M | -17.9% | -53.8% | +35.8% | -11.8% |
| YTD | -31.3% | -72.0% | +40.7% | -21.3% |
| 1Y | -24.0% | -80.5% | +56.6% | -8.9% |
| 3Y | +45.0% | -92.6% | +137.5% | +99.1% |
| All | +45.0% | -92.2% | +137.1% | +99.1% |
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