-12.3%
GFS vs LCID
-98.7%
+86.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +3.3% |
| 7D | -3.1% | +20.0% | -23.1% | -6.1% |
| 30D | -16.0% | -5.0% | -11.0% | -15.8% |
| 3M | -24.7% | -48.9% | +24.2% | -16.7% |
| 6M | -45.1% | -43.2% | -1.9% | -42.1% |
| YTD | +16.5% | -65.9% | +82.4% | +32.2% |
| 1Y | +19.3% | -79.2% | +98.5% | +47.7% |
| 3Y | -20.0% | -90.4% | +70.5% | +3.9% |
| 5Y | -32.0% | -99.2% | +67.2% | +37.0% |
| All | -12.3% | -98.7% | +86.4% | +80.5% |
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 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