-34.7%
GFS vs LCID
-99.2%
+64.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.4% | -4.2% | +4.5% |
| 7D | -7.8% | +8.9% | -16.8% | -9.3% |
| 30D | -19.7% | -15.4% | -4.2% | -17.9% |
| 3M | -23.1% | -52.9% | +29.7% | -13.7% |
| 6M | -46.4% | -46.8% | +0.5% | -42.7% |
| YTD | +11.0% | -68.9% | +79.9% | +28.2% |
| 1Y | +12.6% | -81.7% | +94.3% | +43.0% |
| 3Y | -24.9% | -92.4% | +67.4% | +2.4% |
| All | -34.7% | -99.2% | +64.6% | +35.8% |
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 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