+84.0%
SCHG vs LCID
-93.0%
+177.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -2.7% | -9.1% | +6.4% | -2.1% |
| 30D | -2.2% | -37.6% | +35.4% | +0.8% |
| 3M | +6.2% | -11.1% | +17.2% | +5.6% |
| 6M | +13.4% | -59.2% | +72.5% | +18.7% |
| YTD | +7.1% | -60.5% | +67.6% | +12.0% |
| 1Y | +12.5% | -78.5% | +91.0% | +22.1% |
| All | +84.0% | -93.0% | +177.0% | +108.2% |
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