+161.6%
SCHG vs LCID
-95.5%
+257.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.1% | +1.8% | -1.8% | -0.2% |
| 30D | -1.5% | -34.2% | +32.8% | +1.9% |
| 3M | +4.4% | -9.1% | +13.5% | +3.7% |
| 6M | +15.7% | -52.6% | +68.3% | +20.9% |
| YTD | +8.3% | -56.2% | +64.5% | +13.5% |
| 1Y | +14.2% | -74.9% | +89.1% | +25.0% |
| 3Y | +88.3% | -92.1% | +180.3% | +117.2% |
| 5Y | +83.5% | -97.6% | +181.0% | +129.5% |
| All | +161.6% | -95.5% | +257.1% | +241.5% |
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