+48.0%
GH vs LCID
-97.1%
+145.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.2% | +7.2% | -0.2% |
| 7D | +0.6% | -10.2% | +10.7% | +2.4% |
| 30D | -6.9% | -10.2% | +3.3% | -5.8% |
| 3M | -4.9% | -54.1% | +49.2% | +9.5% |
| 6M | +54.1% | -53.8% | +107.8% | +70.6% |
| YTD | +48.5% | -72.0% | +120.6% | +79.7% |
| 1Y | +61.2% | -80.5% | +141.7% | +109.6% |
| 3Y | +570.3% | -92.6% | +662.9% | +855.9% |
| 5Y | +46.1% | -99.3% | +145.5% | +215.6% |
| All | +48.0% | -97.1% | +145.1% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling