-14.8%
CMG vs LCID
-90.3%
+75.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.1% |
| 7D | +4.1% | +8.9% | -4.8% | +3.5% |
| 30D | +20.5% | +6.8% | +13.7% | +19.8% |
| 3M | +14.5% | -45.2% | +59.7% | +17.7% |
| 6M | +14.8% | -39.1% | +53.9% | +16.5% |
| YTD | -1.0% | -65.3% | +64.3% | +3.9% |
| 1Y | +22.9% | -78.4% | +101.3% | +31.9% |
| All | -14.8% | -90.3% | +75.5% | -7.7% |
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