+83.9%
SCHG vs LCID
-97.9%
+181.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -2.7% | -9.1% | +6.4% | -1.8% |
| 30D | -2.2% | -37.6% | +35.4% | +2.3% |
| 3M | +6.2% | -11.1% | +17.2% | +5.4% |
| 6M | +13.4% | -59.2% | +72.5% | +21.5% |
| YTD | +7.1% | -60.5% | +67.6% | +14.5% |
| 1Y | +12.5% | -78.5% | +91.0% | +27.8% |
| 3Y | +86.2% | -92.8% | +179.0% | +126.1% |
| 5Y | +83.9% | -97.9% | +181.8% | +160.8% |
| All | +83.9% | -97.9% | +181.9% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling