+159.5%
SPYG vs LCID
-95.9%
+255.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -0.9% | -9.8% | +8.9% | -0.1% |
| 30D | -1.5% | -35.5% | +34.0% | +1.6% |
| 3M | +3.7% | -18.4% | +22.1% | +4.0% |
| 6M | +16.4% | -60.5% | +76.9% | +22.8% |
| YTD | +13.3% | -60.1% | +73.4% | +19.0% |
| 1Y | +17.9% | -78.8% | +96.7% | +29.4% |
| 3Y | +98.3% | -92.8% | +191.1% | +126.7% |
| 5Y | +86.4% | -97.9% | +184.3% | +129.0% |
| All | +159.5% | -95.9% | +255.4% | +231.3% |
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