+157.0%
DGX vs LCID
-97.1%
+254.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.2% |
| 7D | +1.6% | -10.2% | +11.7% | +1.7% |
| 30D | +11.2% | -10.2% | +21.4% | +11.3% |
| 3M | +10.4% | -54.1% | +64.5% | +11.7% |
| 6M | +37.1% | -53.8% | +90.8% | +38.4% |
| YTD | +52.1% | -72.0% | +124.2% | +54.6% |
| 1Y | +40.7% | -80.5% | +121.2% | +43.9% |
| 3Y | +107.6% | -92.6% | +200.1% | +113.9% |
| 5Y | +90.6% | -99.3% | +189.9% | +98.9% |
| All | +157.0% | -97.1% | +254.1% | +167.3% |
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