-29.0%
DG vs LCID
-97.1%
+68.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.1% |
| 7D | +0.3% | -10.2% | +10.5% | +0.8% |
| 30D | +3.2% | -10.2% | +13.4% | +3.6% |
| 3M | +10.4% | -54.1% | +64.5% | +14.4% |
| 6M | +33.2% | -53.8% | +86.9% | +36.8% |
| YTD | +3.0% | -72.0% | +75.0% | +7.9% |
| 1Y | +31.2% | -80.5% | +111.7% | +39.6% |
| 3Y | +21.8% | -92.6% | +114.4% | +32.0% |
| 5Y | -35.0% | -99.3% | +64.4% | -24.1% |
| All | -29.0% | -97.1% | +68.1% | -17.5% |
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 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