-61.3%
CSGP vs LCID
-97.1%
+35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.6% | +9.9% | -0.7% |
| 7D | +13.9% | -6.9% | +20.8% | +14.4% |
| 30D | +16.0% | -28.4% | +44.4% | +18.6% |
| 3M | +6.1% | -55.5% | +61.6% | +12.3% |
| 6M | -8.2% | -52.3% | +44.2% | -4.6% |
| YTD | -52.3% | -71.8% | +19.5% | -48.7% |
| 1Y | -54.5% | -82.7% | +28.2% | -49.2% |
| 3Y | -58.6% | -93.5% | +35.0% | -52.2% |
| 5Y | -61.5% | -99.3% | +37.8% | -51.2% |
| All | -61.3% | -97.1% | +35.8% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling