+606.9%
GEV vs LCID
-85.0%
+691.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -2.6% |
| 7D | -1.9% | -9.1% | +7.2% | -0.9% |
| 30D | -8.7% | -37.6% | +28.9% | -3.9% |
| 3M | +6.6% | -11.1% | +17.7% | +5.7% |
| 6M | +10.2% | -59.2% | +69.4% | +20.1% |
| YTD | +41.6% | -60.5% | +102.1% | +53.9% |
| 1Y | +43.9% | -78.5% | +122.4% | +67.8% |
| All | +606.9% | -85.0% | +691.9% | +774.7% |
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