+48.6%
CMG vs LCID
-95.9%
+144.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -3.8% | -9.1% | +5.3% | -3.2% |
| 30D | +12.9% | -37.6% | +50.5% | +16.7% |
| 3M | +18.8% | -11.1% | +29.8% | +18.1% |
| 6M | +4.1% | -59.2% | +63.2% | +9.6% |
| YTD | -2.4% | -60.5% | +58.1% | +2.8% |
| 1Y | -6.7% | -78.5% | +71.8% | +2.6% |
| 3Y | -7.1% | -92.8% | +85.7% | +6.7% |
| 5Y | -5.0% | -97.9% | +92.9% | +17.5% |
| All | +48.6% | -95.9% | +144.5% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling