+21.8%
DG vs LCID
-92.2%
+114.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +0.1% |
| 7D | +0.3% | -10.2% | +10.5% | +0.7% |
| 30D | +3.2% | -10.2% | +13.4% | +3.6% |
| 3M | +10.4% | -54.1% | +64.5% | +13.6% |
| 6M | +33.2% | -53.8% | +86.9% | +36.0% |
| YTD | +3.0% | -72.0% | +75.0% | +6.5% |
| 1Y | +31.2% | -80.5% | +111.7% | +36.8% |
| 3Y | +21.8% | -92.6% | +114.4% | +32.6% |
| All | +21.8% | -92.2% | +114.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling