+19.3%
DG vs LCID
-93.0%
+112.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.4% | -13.5% | -3.5% |
| 7D | +1.1% | +8.9% | -7.8% | +0.7% |
| 30D | +9.5% | -15.4% | +24.9% | +10.1% |
| 3M | +5.5% | -52.9% | +58.3% | +8.4% |
| 6M | +16.1% | -46.8% | +62.9% | +18.0% |
| YTD | +2.7% | -68.9% | +71.5% | +5.8% |
| 1Y | +42.1% | -81.7% | +123.8% | +48.0% |
| 3Y | +19.3% | -92.4% | +111.6% | +29.6% |
| All | +19.3% | -93.0% | +112.3% | +29.6% |
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