-64.8%
CSGP vs LCID
-97.6%
+32.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.6% |
| 7D | -4.1% | -6.6% | +2.5% | -3.5% |
| 30D | +2.3% | -30.1% | +32.5% | +5.7% |
| 3M | -8.2% | -17.6% | +9.4% | -8.0% |
| 6M | -35.1% | -54.4% | +19.4% | -31.3% |
| YTD | -54.0% | -55.7% | +1.7% | -51.5% |
| 1Y | -65.3% | -71.0% | +5.7% | -61.9% |
| 3Y | -62.6% | -92.6% | +30.1% | -54.8% |
| All | -64.8% | -97.6% | +32.9% | -49.4% |
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