-19.4%
GFS vs LCID
-92.6%
+73.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +1.0% | -6.6% | +7.6% | +1.8% |
| 30D | -8.6% | -30.1% | +21.6% | -4.6% |
| 3M | -46.5% | -17.6% | -28.9% | -46.3% |
| 6M | -4.8% | -54.4% | +49.6% | +3.0% |
| YTD | +29.7% | -55.7% | +85.4% | +39.7% |
| 1Y | +35.8% | -71.0% | +106.9% | +55.1% |
| All | -19.4% | -92.6% | +73.2% | +7.8% |
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