+0.9%
CMG vs LCID
-99.1%
+100.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.3% |
| 7D | +4.1% | +8.9% | -4.8% | +3.1% |
| 30D | +20.5% | +6.8% | +13.7% | +19.3% |
| 3M | +14.5% | -45.2% | +59.7% | +20.4% |
| 6M | +14.8% | -39.1% | +53.9% | +17.4% |
| YTD | -1.0% | -65.3% | +64.3% | +6.9% |
| 1Y | +22.9% | -78.4% | +101.3% | +38.9% |
| 3Y | -13.6% | -90.3% | +76.7% | 0.0% |
| 5Y | +0.9% | -99.2% | +100.1% | +51.2% |
| All | +0.9% | -99.1% | +100.0% | +51.2% |
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 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