+507.5%
LNG vs LCID
-95.4%
+603.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +3.4% | -6.6% | +10.0% | +3.6% |
| 30D | +14.9% | -30.1% | +45.0% | +16.0% |
| 3M | +21.4% | -17.6% | +39.0% | +21.2% |
| 6M | +17.8% | -54.4% | +72.2% | +20.0% |
| YTD | +51.3% | -55.7% | +107.0% | +54.0% |
| 1Y | +24.4% | -71.0% | +95.5% | +28.4% |
| 3Y | +79.7% | -92.6% | +172.3% | +91.6% |
| 5Y | +241.3% | -97.6% | +338.9% | +271.1% |
| All | +507.5% | -95.4% | +603.0% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling