-62.6%
CSGP vs LCID
-95.4%
+32.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.6% |
| 7D | -4.1% | -6.6% | +2.5% | -3.6% |
| 30D | +2.3% | -30.1% | +32.5% | +5.0% |
| 3M | -8.2% | -17.6% | +9.4% | -8.0% |
| 6M | -35.1% | -54.4% | +19.4% | -32.2% |
| YTD | -54.0% | -55.7% | +1.7% | -52.1% |
| 1Y | -65.3% | -71.0% | +5.7% | -62.8% |
| 3Y | -62.6% | -92.6% | +30.1% | -57.1% |
| 5Y | -64.8% | -97.6% | +32.8% | -56.9% |
| All | -62.6% | -95.4% | +32.8% | -50.5% |
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