-29.9%
DG vs LCID
-95.4%
+65.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +1.4% |
| 7D | +8.4% | -6.6% | +15.0% | +8.7% |
| 30D | +4.9% | -30.1% | +35.1% | +6.7% |
| 3M | +29.3% | -17.6% | +46.9% | +29.5% |
| 6M | -11.3% | -54.4% | +43.2% | -8.8% |
| YTD | +1.8% | -55.7% | +57.5% | +4.5% |
| 1Y | +25.3% | -71.0% | +96.4% | +30.8% |
| 3Y | +9.1% | -92.6% | +101.7% | +18.7% |
| 5Y | -34.9% | -97.6% | +62.7% | -26.6% |
| All | -29.9% | -95.4% | +65.6% | -20.1% |
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