+606.0%
GH vs LCID
-90.9%
+697.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +4.0% |
| 7D | -7.0% | +20.0% | -27.0% | -9.4% |
| 30D | -5.2% | -5.0% | -0.2% | -4.9% |
| 3M | -5.8% | -48.9% | +43.1% | +2.3% |
| 6M | +65.9% | -43.2% | +109.1% | +73.1% |
| YTD | +55.5% | -65.9% | +121.4% | +73.0% |
| 1Y | +64.2% | -79.2% | +143.3% | +95.4% |
| 3Y | +606.0% | -90.4% | +696.5% | +842.8% |
| All | +606.0% | -90.9% | +697.0% | +842.8% |
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 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