-11.4%
GFS vs LCID
-1.3%
-10.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.1% | +6.0% |
| 7D | +6.2% | +8.9% | -2.7% | +4.2% |
| 30D | -11.4% | +6.8% | -18.2% | -13.4% |
| All | -11.4% | -1.3% | -10.0% | -13.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling