+71.7%
SPYG vs LCID
-99.1%
+170.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.0% |
| 7D | -1.5% | +8.9% | -10.4% | -2.4% |
| 30D | -7.2% | +6.8% | -14.0% | -8.1% |
| 3M | -4.6% | -45.2% | +40.6% | +0.3% |
| 6M | -1.2% | -39.1% | +37.9% | +1.2% |
| YTD | +9.3% | -65.3% | +74.6% | +17.4% |
| 1Y | +8.8% | -78.4% | +87.2% | +22.3% |
| 3Y | +93.3% | -90.3% | +183.6% | +122.2% |
| 5Y | +71.7% | -99.2% | +170.9% | +153.8% |
| All | +71.7% | -99.1% | +170.8% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling