-7.3%
CMG vs LCID
-93.0%
+85.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -3.8% | -9.1% | +5.3% | -3.4% |
| 30D | +12.9% | -37.6% | +50.5% | +15.6% |
| 3M | +18.8% | -11.1% | +29.8% | +18.3% |
| 6M | +4.1% | -59.2% | +63.2% | +8.7% |
| YTD | -2.4% | -60.5% | +58.1% | +2.0% |
| 1Y | -6.7% | -78.5% | +71.8% | +0.3% |
| All | -7.3% | -93.0% | +85.6% | +0.3% |
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