+52.0%
CMG vs LCID
-95.4%
+147.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.8% |
| 7D | -2.8% | -6.6% | +3.8% | -2.3% |
| 30D | +7.1% | -30.1% | +37.3% | +9.8% |
| 3M | +31.2% | -17.6% | +48.8% | +31.2% |
| 6M | +0.7% | -54.4% | +55.1% | +5.2% |
| YTD | -0.1% | -55.7% | +55.6% | +4.4% |
| 1Y | -10.7% | -71.0% | +60.3% | -4.1% |
| 3Y | -4.7% | -92.6% | +88.0% | +9.4% |
| 5Y | -3.8% | -97.6% | +93.9% | +18.0% |
| All | +52.0% | -95.4% | +147.5% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling