+97.1%
DGX vs LCID
-92.8%
+189.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.2% |
| 7D | -2.2% | -9.3% | +7.1% | -2.0% |
| 30D | -0.9% | -35.4% | +34.5% | +0.1% |
| 3M | +15.6% | -17.1% | +32.7% | +15.7% |
| 6M | +17.8% | -58.9% | +76.7% | +19.8% |
| YTD | +37.5% | -59.6% | +97.1% | +39.6% |
| 1Y | +31.2% | -78.0% | +109.1% | +35.6% |
| All | +97.1% | -92.8% | +189.9% | +106.2% |
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