-22.9%
GIS vs LCID
-97.8%
+74.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.2% | -1.6% |
| 7D | -8.6% | -9.3% | +0.7% | -8.6% |
| 30D | -0.5% | -35.4% | +34.9% | -0.4% |
| 3M | +11.9% | -17.1% | +29.0% | +12.0% |
| 6M | -11.6% | -58.9% | +47.3% | -11.7% |
| YTD | -16.3% | -59.6% | +43.3% | -16.4% |
| 1Y | -21.8% | -78.0% | +56.2% | -21.8% |
| 3Y | -35.7% | -92.7% | +57.0% | -36.0% |
| 5Y | -22.9% | -97.8% | +75.0% | -23.0% |
| All | -22.9% | -97.8% | +74.9% | -23.0% |
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