+147.3%
SPYG vs LCID
-97.1%
+244.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.2% | +8.3% | -0.2% |
| 7D | +2.3% | -10.2% | +12.5% | +3.1% |
| 30D | -6.5% | -10.2% | +3.7% | -6.0% |
| 3M | -6.8% | -54.1% | +47.3% | -1.8% |
| 6M | -3.1% | -53.8% | +50.6% | +0.8% |
| YTD | +8.0% | -72.0% | +80.0% | +16.0% |
| 1Y | +10.2% | -80.5% | +90.7% | +21.4% |
| 3Y | +91.0% | -92.6% | +183.5% | +116.9% |
| 5Y | +67.7% | -99.3% | +167.1% | +114.9% |
| All | +147.3% | -97.1% | +244.4% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling