-29.3%
GFS vs LCID
-93.7%
+64.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -11.6% | +1.7% | -8.5% |
| 7D | -20.7% | -6.9% | -13.8% | -20.0% |
| 30D | -25.2% | -28.4% | +3.1% | -22.5% |
| 3M | -26.3% | -55.5% | +29.2% | -19.4% |
| 6M | -50.7% | -52.3% | +1.6% | -47.5% |
| YTD | +4.5% | -71.8% | +76.3% | +18.1% |
| 1Y | +2.5% | -82.7% | +85.2% | +23.8% |
| All | -29.3% | -93.7% | +64.3% | -7.7% |
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