+20.2%
SGOV vs LCID
-95.8%
+116.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | 0.0% |
| 7D | +0.1% | -9.3% | +9.4% | +0.1% |
| 30D | +0.3% | -35.4% | +35.7% | +0.3% |
| 3M | +0.9% | -17.1% | +18.0% | +0.9% |
| 6M | +1.8% | -58.9% | +60.8% | +1.8% |
| YTD | +2.5% | -59.6% | +62.1% | +2.5% |
| 1Y | +3.8% | -78.0% | +81.8% | +3.8% |
| 3Y | +14.4% | -92.7% | +107.0% | +14.3% |
| 5Y | +20.2% | -97.8% | +118.0% | +20.1% |
| All | +20.2% | -95.8% | +116.0% | +20.2% |
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