+187.0%
GD vs LCID
-95.4%
+282.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | -5.3% | -6.6% | +1.3% | -5.1% |
| 30D | -6.4% | -30.1% | +23.7% | -5.8% |
| 3M | +5.7% | -17.6% | +23.3% | +5.7% |
| 6M | -0.9% | -54.4% | +53.5% | +0.1% |
| YTD | +8.2% | -55.7% | +63.9% | +9.3% |
| 1Y | +13.4% | -71.0% | +84.5% | +15.3% |
| 3Y | +68.5% | -92.6% | +161.1% | +73.0% |
| 5Y | +97.2% | -97.6% | +194.8% | +104.0% |
| All | +187.0% | -95.4% | +282.4% | +194.4% |
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 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