+37.3%
GEHC vs LCID
-95.8%
+133.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.4% | +0.2% |
| 7D | -2.3% | +9.2% | -11.5% | -3.3% |
| 30D | +19.0% | -3.0% | +22.0% | +19.0% |
| 3M | +13.3% | -50.2% | +63.5% | +20.6% |
| 6M | +31.5% | -45.8% | +77.4% | +36.7% |
| YTD | 0.0% | -69.2% | +69.2% | +9.1% |
| 1Y | +9.4% | -80.4% | +89.7% | +24.4% |
| 3Y | +18.3% | -91.4% | +109.8% | +38.7% |
| All | +37.3% | -95.8% | +133.1% | +56.0% |
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