+16.5%
GEHC vs LCID
-93.0%
+109.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -2.7% |
| 7D | +7.6% | +8.9% | -1.4% | +6.5% |
| 30D | +27.5% | -15.4% | +42.9% | +29.2% |
| 3M | +17.2% | -52.9% | +70.1% | +25.8% |
| 6M | +33.6% | -46.8% | +80.4% | +39.4% |
| YTD | +0.6% | -68.9% | +69.5% | +10.0% |
| 1Y | +11.3% | -81.7% | +93.0% | +27.9% |
| 3Y | +16.5% | -92.4% | +108.9% | +39.5% |
| All | +16.5% | -93.0% | +109.5% | +39.5% |
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