+40.3%
GEHC vs LCID
-95.1%
+135.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.9% |
| 7D | +3.7% | +24.8% | -21.1% | +1.2% |
| 30D | +27.3% | -0.5% | +27.8% | +26.8% |
| 3M | +14.7% | -43.0% | +57.7% | +20.6% |
| 6M | +31.9% | -40.5% | +72.5% | +35.9% |
| YTD | +2.2% | -64.3% | +66.5% | +9.9% |
| 1Y | +14.1% | -78.1% | +92.1% | +28.3% |
| 3Y | +21.0% | -90.1% | +111.0% | +39.8% |
| All | +40.3% | -95.1% | +135.4% | +57.2% |
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 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