+356.4%
SPG vs LCID
-96.8%
+453.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | +0.1% |
| 7D | +4.9% | +8.9% | -4.0% | +4.2% |
| 30D | +15.6% | -15.4% | +31.0% | +16.7% |
| 3M | +4.1% | -52.9% | +56.9% | +9.3% |
| 6M | +13.6% | -46.8% | +60.4% | +16.8% |
| YTD | +27.5% | -68.9% | +96.4% | +35.5% |
| 1Y | +32.2% | -81.7% | +113.9% | +46.1% |
| 3Y | +126.0% | -92.4% | +218.4% | +156.4% |
| 5Y | +74.7% | -99.2% | +174.0% | +117.9% |
| All | +356.4% | -96.8% | +453.2% | +568.3% |
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