+11.8%
CG vs LCID
-97.6%
+109.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.9% |
| 7D | -4.3% | -6.6% | +2.3% | -3.3% |
| 30D | -5.1% | -30.1% | +25.1% | 0.0% |
| 3M | +8.7% | -17.6% | +26.3% | +8.7% |
| 6M | -9.2% | -54.4% | +45.2% | -0.8% |
| YTD | -18.9% | -55.7% | +36.9% | -11.3% |
| 1Y | -25.6% | -71.0% | +45.4% | -13.7% |
| 3Y | +57.3% | -92.6% | +149.9% | +110.9% |
| All | +11.8% | -97.6% | +109.4% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling