+74.7%
LNG vs LCID
-92.3%
+167.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.5% |
| 7D | -6.2% | +1.8% | -7.9% | -6.2% |
| 30D | +8.0% | -34.2% | +42.2% | +8.6% |
| 3M | +16.9% | -9.1% | +26.0% | +16.3% |
| 6M | +8.7% | -52.6% | +61.3% | +10.2% |
| YTD | +43.0% | -56.2% | +99.2% | +45.2% |
| 1Y | +19.4% | -74.9% | +94.3% | +23.5% |
| 3Y | +74.7% | -92.1% | +166.8% | +87.2% |
| All | +74.7% | -92.3% | +167.0% | +87.2% |
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