+98.4%
SPYG vs LCID
-92.8%
+191.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | +0.1% |
| 7D | +0.3% | -9.3% | +9.7% | +0.9% |
| 30D | -1.7% | -35.4% | +33.7% | +1.0% |
| 3M | +3.6% | -17.1% | +20.7% | +3.6% |
| 6M | +16.6% | -58.9% | +75.5% | +21.9% |
| YTD | +13.4% | -59.6% | +73.0% | +18.3% |
| 1Y | +19.6% | -78.0% | +97.6% | +29.3% |
| All | +98.4% | -92.8% | +191.2% | +122.4% |
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