+35.8%
GFS vs LCID
-71.9%
+107.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +1.0% | -6.6% | +7.6% | +1.5% |
| 30D | -8.6% | -30.1% | +21.6% | -6.1% |
| 3M | -46.5% | -17.6% | -28.9% | -45.8% |
| 6M | -4.8% | -54.4% | +49.6% | +3.5% |
| YTD | +29.7% | -55.7% | +85.4% | +39.4% |
| 1Y | +35.8% | -71.0% | +106.9% | +65.2% |
| All | +35.8% | -71.9% | +107.7% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling