-33.8%
GIS vs LCID
-99.3%
+65.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.2% | +11.6% | +2.4% |
| 7D | -3.4% | -10.2% | +6.8% | -3.3% |
| 30D | +6.9% | -10.2% | +17.1% | +6.9% |
| 3M | -10.1% | -54.1% | +44.0% | -10.0% |
| 6M | +5.9% | -53.8% | +59.6% | +5.9% |
| YTD | -21.1% | -72.0% | +50.9% | -21.1% |
| 1Y | -22.5% | -80.5% | +58.0% | -22.5% |
| 3Y | -39.0% | -92.6% | +53.6% | -39.0% |
| All | -33.8% | -99.3% | +65.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling