+160.9%
SCHG vs LCID
-95.9%
+256.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.0% | -9.8% | +8.8% | -0.2% |
| 30D | -1.3% | -35.5% | +34.2% | +2.2% |
| 3M | +5.4% | -18.4% | +23.8% | +5.7% |
| 6M | +14.4% | -60.5% | +74.9% | +21.4% |
| YTD | +8.0% | -60.1% | +68.1% | +14.0% |
| 1Y | +12.7% | -78.8% | +91.5% | +25.1% |
| 3Y | +85.6% | -92.8% | +178.4% | +115.7% |
| 5Y | +85.5% | -97.9% | +183.4% | +134.1% |
| All | +160.9% | -95.9% | +256.8% | +243.1% |
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