+174.1%
GILD vs LCID
-95.9%
+269.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -4.8% | -9.8% | +5.0% | -4.6% |
| 30D | +5.8% | -35.5% | +41.3% | +6.9% |
| 3M | +14.9% | -18.4% | +33.3% | +15.1% |
| 6M | -0.4% | -60.5% | +60.1% | +1.3% |
| YTD | +18.5% | -60.1% | +78.6% | +20.3% |
| 1Y | +25.1% | -78.8% | +103.9% | +28.7% |
| 3Y | +105.9% | -92.8% | +198.7% | +114.1% |
| 5Y | +143.0% | -97.9% | +240.9% | +156.6% |
| All | +174.1% | -95.9% | +269.9% | +195.8% |
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