+34.1%
GDDY vs LCID
-95.9%
+130.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.1% |
| 7D | -7.0% | -9.1% | +2.1% | -6.5% |
| 30D | +6.2% | -37.6% | +43.8% | +9.3% |
| 3M | +20.0% | -11.1% | +31.1% | +19.9% |
| 6M | +6.8% | -59.2% | +66.0% | +11.8% |
| YTD | -22.3% | -60.5% | +38.1% | -18.9% |
| 1Y | -33.5% | -78.5% | +45.0% | -28.0% |
| 3Y | +29.2% | -92.8% | +122.1% | +45.3% |
| 5Y | +28.1% | -97.9% | +126.0% | +52.9% |
| All | +34.1% | -95.9% | +130.0% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling