-27.7%
DG vs LCID
-96.5%
+68.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +1.7% |
| 7D | +0.7% | +20.0% | -19.3% | -0.3% |
| 30D | +7.4% | -5.0% | +12.4% | +7.5% |
| 3M | +8.5% | -48.9% | +57.4% | +11.8% |
| 6M | +21.9% | -43.2% | +65.1% | +24.0% |
| YTD | +4.9% | -65.9% | +70.9% | +8.9% |
| 1Y | +40.4% | -79.2% | +119.6% | +48.8% |
| 3Y | +23.5% | -90.4% | +113.9% | +32.0% |
| 5Y | -32.3% | -99.2% | +66.9% | -21.7% |
| All | -27.7% | -96.5% | +68.8% | -16.7% |
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 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