+229.7%
SGI vs LCID
-95.8%
+325.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.0% |
| 7D | +0.6% | -9.3% | +9.9% | +1.7% |
| 30D | +5.5% | -35.4% | +40.9% | +10.7% |
| 3M | -3.6% | -17.1% | +13.5% | -3.5% |
| 6M | -15.0% | -58.9% | +43.9% | -8.2% |
| YTD | -23.0% | -59.6% | +36.6% | -17.1% |
| 1Y | -18.4% | -78.0% | +59.6% | -6.3% |
| 3Y | +57.8% | -92.7% | +150.4% | +93.8% |
| 5Y | +51.5% | -97.8% | +149.3% | +105.6% |
| All | +229.7% | -95.8% | +325.5% | +294.1% |
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