+191.3%
GD vs LCID
-96.8%
+288.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.3% | +10.2% | -0.9% |
| 7D | +1.9% | +9.2% | -7.3% | +1.7% |
| 30D | +9.2% | -3.0% | +12.2% | +9.2% |
| 3M | -7.5% | -50.2% | +42.8% | -6.4% |
| 6M | +5.8% | -45.8% | +51.6% | +6.5% |
| YTD | +9.8% | -69.2% | +79.0% | +11.6% |
| 1Y | +5.8% | -80.4% | +86.2% | +8.2% |
| 3Y | +58.0% | -91.4% | +149.5% | +62.1% |
| 5Y | +100.4% | -99.3% | +199.7% | +106.8% |
| All | +191.3% | -96.8% | +288.1% | +200.6% |
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