-24.9%
GFS vs LCID
-93.0%
+68.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.4% | -4.2% | +5.0% |
| 7D | -7.8% | +8.9% | -16.8% | -8.8% |
| 30D | -19.7% | -15.4% | -4.2% | -18.3% |
| 3M | -23.1% | -52.9% | +29.7% | -16.5% |
| 6M | -46.4% | -46.8% | +0.5% | -43.6% |
| YTD | +11.0% | -68.9% | +79.9% | +23.9% |
| 1Y | +12.6% | -81.7% | +94.3% | +35.3% |
| 3Y | -24.9% | -92.4% | +67.4% | -3.2% |
| All | -24.9% | -93.0% | +68.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling