-5.7%
CMG vs LCID
-97.8%
+92.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.3% | -1.8% |
| 7D | -6.5% | -9.3% | +2.9% | -5.6% |
| 30D | +12.1% | -35.4% | +47.5% | +16.5% |
| 3M | +20.6% | -17.1% | +37.7% | +20.5% |
| 6M | +2.1% | -58.9% | +61.0% | +9.0% |
| YTD | -2.6% | -59.6% | +57.0% | +3.8% |
| 1Y | -8.7% | -78.0% | +69.3% | +2.9% |
| 3Y | -7.4% | -92.7% | +85.3% | +11.3% |
| 5Y | -5.7% | -97.8% | +92.2% | +26.9% |
| All | -5.7% | -97.8% | +92.1% | +26.9% |
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