+57.5%
GH vs LCID
-95.4%
+152.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -0.1% | -6.6% | +6.5% | +1.2% |
| 30D | -1.1% | -30.1% | +29.1% | +5.9% |
| 3M | +21.3% | -17.6% | +38.9% | +21.1% |
| 6M | +73.5% | -54.4% | +128.0% | +94.7% |
| YTD | +58.0% | -55.7% | +113.8% | +76.6% |
| 1Y | +163.1% | -71.0% | +234.1% | +216.3% |
| 3Y | +361.0% | -92.6% | +453.7% | +580.1% |
| 5Y | +22.5% | -97.6% | +120.1% | +126.2% |
| All | +57.5% | -95.4% | +152.9% | +118.8% |
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 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