+377.4%
GH vs LCID
-92.3%
+469.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.1% | +1.8% | -3.8% | -2.4% |
| 30D | -4.5% | -34.2% | +29.8% | +1.4% |
| 3M | +28.9% | -9.1% | +38.0% | +26.5% |
| 6M | +76.5% | -52.6% | +129.1% | +91.5% |
| YTD | +57.6% | -56.2% | +113.8% | +71.9% |
| 1Y | +167.5% | -74.9% | +242.4% | +215.9% |
| 3Y | +377.4% | -92.1% | +469.5% | +608.4% |
| All | +377.4% | -92.3% | +469.7% | +608.4% |
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