-10.3%
GFS vs LCID
-99.0%
+88.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.2% | +6.5% | -1.2% |
| 7D | +7.4% | -10.2% | +17.6% | +9.0% |
| 30D | -15.3% | -10.2% | -5.1% | -14.3% |
| 3M | -21.1% | -54.1% | +33.0% | -11.4% |
| 6M | -44.5% | -53.8% | +9.3% | -39.5% |
| YTD | +19.2% | -72.0% | +91.3% | +39.5% |
| 1Y | +27.2% | -80.5% | +107.8% | +58.5% |
| 3Y | -20.1% | -92.6% | +72.4% | +8.2% |
| 5Y | -25.6% | -99.3% | +73.7% | +54.6% |
| All | -10.3% | -99.0% | +88.7% | +90.4% |
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