+93.3%
SPYG vs LCID
-90.3%
+183.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | -1.5% | +8.9% | -10.4% | -2.1% |
| 30D | -7.2% | +6.8% | -14.0% | -7.8% |
| 3M | -4.6% | -45.2% | +40.6% | -1.4% |
| 6M | -1.2% | -39.1% | +37.9% | +0.4% |
| YTD | +9.3% | -65.3% | +74.6% | +14.7% |
| 1Y | +8.8% | -78.4% | +87.2% | +17.4% |
| All | +93.3% | -90.3% | +183.5% | +113.5% |
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