-2.4%
GFS vs LCID
-98.4%
+95.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +1.0% | -6.6% | +7.6% | +2.1% |
| 30D | -8.6% | -30.1% | +21.6% | -3.2% |
| 3M | -46.5% | -17.6% | -28.9% | -46.4% |
| 6M | -4.8% | -54.4% | +49.6% | +4.8% |
| YTD | +29.7% | -55.7% | +85.4% | +42.1% |
| 1Y | +35.8% | -71.0% | +106.9% | +59.7% |
| 3Y | -18.3% | -92.6% | +74.3% | +14.3% |
| All | -2.4% | -98.4% | +95.9% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling