+478.1%
LNG vs LCID
-95.9%
+574.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -4.5% | -9.1% | +4.7% | -4.2% |
| 30D | +4.7% | -37.6% | +42.3% | +6.0% |
| 3M | +15.1% | -11.1% | +26.2% | +14.6% |
| 6M | +13.6% | -59.2% | +72.7% | +16.0% |
| YTD | +44.0% | -60.5% | +104.4% | +47.0% |
| 1Y | +18.4% | -78.5% | +96.9% | +23.5% |
| 3Y | +75.9% | -92.8% | +168.7% | +87.5% |
| 5Y | +231.7% | -97.9% | +329.6% | +261.8% |
| All | +478.1% | -95.9% | +574.0% | +485.4% |
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