-39.0%
GIS vs LCID
-92.2%
+53.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.2% | +11.6% | +2.5% |
| 7D | -3.4% | -10.2% | +6.8% | -3.2% |
| 30D | +6.9% | -10.2% | +17.1% | +6.9% |
| 3M | -10.1% | -54.1% | +44.0% | -9.5% |
| 6M | +5.9% | -53.8% | +59.6% | +6.4% |
| YTD | -21.1% | -72.0% | +50.9% | -20.5% |
| 1Y | -22.5% | -80.5% | +58.0% | -21.6% |
| 3Y | -39.0% | -92.6% | +53.6% | -36.9% |
| All | -39.0% | -92.2% | +53.2% | -36.9% |
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