+220.2%
SGI vs LCID
-96.5%
+316.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +2.2% |
| 7D | -0.2% | +20.0% | -20.2% | -2.5% |
| 30D | +6.6% | -5.0% | +11.6% | +6.7% |
| 3M | +1.8% | -48.9% | +50.7% | +9.1% |
| 6M | -3.9% | -43.2% | +39.3% | -0.1% |
| YTD | -25.2% | -65.9% | +40.7% | -18.3% |
| 1Y | -26.7% | -79.2% | +52.4% | -15.5% |
| 3Y | +86.8% | -90.4% | +177.2% | +122.1% |
| 5Y | +56.6% | -99.2% | +155.8% | +118.2% |
| All | +220.2% | -96.5% | +316.7% | +288.4% |
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