+365.5%
SPG vs LCID
-96.5%
+462.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.3% |
| 7D | +5.1% | +20.0% | -14.9% | +3.6% |
| 30D | +16.8% | -5.0% | +21.9% | +16.9% |
| 3M | +5.7% | -48.9% | +54.5% | +10.2% |
| 6M | +17.8% | -43.2% | +61.0% | +20.5% |
| YTD | +30.1% | -65.9% | +96.0% | +37.4% |
| 1Y | +32.8% | -79.2% | +112.0% | +45.3% |
| 3Y | +137.2% | -90.4% | +227.6% | +164.5% |
| 5Y | +81.5% | -99.2% | +180.7% | +125.2% |
| All | +365.5% | -96.5% | +462.0% | +577.2% |
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 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