-63.2%
CSGP vs LCID
-99.2%
+36.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.4% | -15.1% | -5.8% |
| 7D | +1.3% | +8.9% | -7.7% | +0.2% |
| 30D | +10.7% | -15.4% | +26.1% | +12.1% |
| 3M | +3.3% | -52.9% | +56.1% | +11.0% |
| 6M | -10.3% | -46.8% | +36.5% | -6.7% |
| YTD | -54.6% | -68.9% | +14.3% | -50.3% |
| 1Y | -54.6% | -81.7% | +27.0% | -47.3% |
| 3Y | -60.3% | -92.4% | +32.0% | -52.1% |
| All | -63.2% | -99.2% | +36.0% | -41.7% |
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