+128.0%
DGX vs LCID
-95.9%
+223.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.8% |
| 7D | -3.5% | -9.1% | +5.7% | -3.3% |
| 30D | -2.7% | -37.6% | +34.9% | -1.9% |
| 3M | +13.9% | -11.1% | +25.0% | +13.8% |
| 6M | +16.0% | -59.2% | +75.2% | +17.4% |
| YTD | +34.9% | -60.5% | +95.4% | +36.5% |
| 1Y | +30.6% | -78.5% | +109.1% | +33.4% |
| 3Y | +93.0% | -92.8% | +185.8% | +98.8% |
| 5Y | +64.4% | -97.9% | +162.3% | +73.0% |
| All | +128.0% | -95.9% | +223.9% | +135.9% |
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