+96.7%
GD vs LCID
-99.2%
+195.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.6% | +9.2% | -2.0% |
| 7D | -3.9% | -6.9% | +3.0% | -3.7% |
| 30D | +8.1% | -28.4% | +36.4% | +9.0% |
| 3M | -6.8% | -55.5% | +48.8% | -4.7% |
| 6M | +3.0% | -52.3% | +55.3% | +4.5% |
| YTD | +7.8% | -71.8% | +79.6% | +10.9% |
| 1Y | +5.8% | -82.7% | +88.5% | +10.1% |
| 3Y | +55.3% | -93.5% | +148.9% | +63.5% |
| 5Y | +96.7% | -99.3% | +196.0% | +113.3% |
| All | +96.7% | -99.2% | +195.9% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling