-58.4%
CSGP vs LCID
-93.7%
+35.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -11.6% | +9.9% | -0.8% |
| 7D | +13.9% | -6.9% | +20.8% | +14.3% |
| 30D | +16.0% | -28.4% | +44.4% | +18.4% |
| 3M | +6.1% | -55.5% | +61.6% | +11.6% |
| 6M | -8.2% | -52.3% | +44.2% | -5.0% |
| YTD | -52.3% | -71.8% | +19.5% | -49.0% |
| 1Y | -54.5% | -82.7% | +28.2% | -49.6% |
| All | -58.4% | -93.7% | +35.3% | -51.8% |
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