+126.0%
SPG vs LCID
-93.0%
+219.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | +0.2% |
| 7D | +4.9% | +8.9% | -4.0% | +4.3% |
| 30D | +15.6% | -15.4% | +31.0% | +16.5% |
| 3M | +4.1% | -52.9% | +56.9% | +8.4% |
| 6M | +13.6% | -46.8% | +60.4% | +16.3% |
| YTD | +27.5% | -68.9% | +96.4% | +34.8% |
| 1Y | +32.2% | -81.7% | +113.9% | +45.3% |
| 3Y | +126.0% | -92.4% | +218.4% | +167.3% |
| All | +126.0% | -93.0% | +219.0% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling