-29.3%
GFS vs LCID
-99.1%
+69.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.5% | -0.5% |
| 7D | -5.3% | +24.8% | -30.1% | -8.9% |
| 30D | -15.8% | -0.5% | -15.3% | -16.2% |
| 3M | -18.6% | -43.0% | +24.3% | -11.6% |
| 6M | -45.0% | -40.5% | -4.4% | -42.3% |
| YTD | +16.8% | -64.3% | +81.1% | +31.7% |
| 1Y | +17.8% | -78.1% | +95.9% | +44.9% |
| 3Y | -21.5% | -90.1% | +68.5% | +1.6% |
| 5Y | -29.3% | -99.1% | +69.7% | +41.9% |
| All | -29.3% | -99.1% | +69.8% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling