+53.9%
GD vs LCID
-93.0%
+146.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -0.9% |
| 7D | -5.0% | +8.9% | -13.9% | -5.2% |
| 30D | +8.9% | -15.4% | +24.3% | +9.3% |
| 3M | -8.0% | -52.9% | +44.8% | -6.4% |
| 6M | +2.9% | -46.8% | +49.7% | +3.9% |
| YTD | +7.1% | -68.9% | +75.9% | +9.6% |
| 1Y | +5.9% | -81.7% | +87.6% | +9.3% |
| 3Y | +53.9% | -92.4% | +146.2% | +59.6% |
| All | +53.9% | -93.0% | +146.9% | +59.6% |
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 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