+103.3%
GLD vs LCID
-96.8%
+200.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -0.9% |
| 7D | +4.7% | +8.9% | -4.2% | +4.6% |
| 30D | -0.9% | -15.4% | +14.5% | -0.8% |
| 3M | -4.4% | -52.9% | +48.5% | -3.8% |
| 6M | -13.6% | -46.8% | +33.3% | -13.3% |
| YTD | -6.0% | -68.9% | +62.9% | -5.3% |
| 1Y | +1.8% | -81.7% | +83.4% | +2.7% |
| 3Y | +103.2% | -92.4% | +195.6% | +105.0% |
| 5Y | +119.3% | -99.2% | +218.5% | +121.2% |
| All | +103.3% | -96.8% | +200.1% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling