+70.8%
GD vs LCID
-92.6%
+163.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.6% |
| 3M | +5.7% | -17.6% | +23.3% | +5.6% |
| 6M | -0.9% | -54.4% | +53.5% | +0.7% |
| YTD | +8.2% | -55.7% | +63.9% | +9.9% |
| 1Y | +13.4% | -71.0% | +84.5% | +16.0% |
| All | +70.8% | -92.6% | +163.3% | +84.2% |
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