+237.6%
SGI vs LCID
-95.4%
+333.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +8.5% | -6.6% | +15.1% | +9.4% |
| 30D | +0.7% | -30.1% | +30.8% | +4.6% |
| 3M | +0.6% | -17.6% | +18.2% | +0.8% |
| 6M | -17.9% | -54.4% | +36.5% | -12.4% |
| YTD | -21.2% | -55.7% | +34.5% | -16.0% |
| 1Y | -18.9% | -71.0% | +52.2% | -9.8% |
| 3Y | +52.6% | -92.6% | +145.3% | +87.4% |
| 5Y | +60.7% | -97.6% | +158.3% | +115.9% |
| All | +237.6% | -95.4% | +333.0% | +299.5% |
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