+15.5%
GEHC vs LCID
-93.9%
+109.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | -4.0% | -6.6% | +2.6% | -3.4% |
| 30D | -2.0% | -30.1% | +28.2% | +1.4% |
| 3M | +8.0% | -17.6% | +25.6% | +8.4% |
| 6M | -12.8% | -54.4% | +41.7% | -7.5% |
| YTD | -15.9% | -55.7% | +39.8% | -11.1% |
| 1Y | -6.9% | -71.0% | +64.1% | +2.2% |
| 3Y | 0.0% | -92.6% | +92.6% | +18.7% |
| All | +15.5% | -93.9% | +109.4% | +27.2% |
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 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