-20.9%
CG vs LCID
-99.2%
+78.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -2.3% |
| 7D | -1.2% | +8.9% | -10.1% | -2.7% |
| 30D | +5.0% | -15.4% | +20.5% | +7.4% |
| 3M | -18.2% | -52.9% | +34.7% | -8.6% |
| 6M | -20.7% | -46.8% | +26.1% | -15.5% |
| YTD | -31.4% | -68.9% | +37.5% | -20.8% |
| 1Y | -22.3% | -81.7% | +59.4% | -2.4% |
| 3Y | +50.2% | -92.4% | +142.6% | +100.5% |
| All | -20.9% | -99.2% | +78.4% | +44.9% |
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