+25.2%
GFS vs LCID
-80.6%
+105.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.4% |
| 7D | +17.2% | +9.2% | +8.0% | +16.3% |
| 30D | -8.7% | -3.0% | -5.8% | -8.7% |
| 3M | -19.7% | -50.2% | +30.6% | -16.1% |
| 6M | -40.7% | -45.8% | +5.1% | -38.3% |
| YTD | +22.5% | -69.2% | +91.7% | +33.8% |
| 1Y | +25.2% | -80.4% | +105.6% | +49.6% |
| All | +25.2% | -80.6% | +105.8% | +49.6% |
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