+118.2%
GLD vs LCID
-95.5%
+213.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.7% |
| 30D | +0.3% | -34.2% | +34.5% | +0.7% |
| 3M | +0.6% | -9.1% | +9.7% | +0.5% |
| 6M | -15.6% | -52.6% | +37.0% | -15.3% |
| YTD | +0.9% | -56.2% | +57.1% | +1.3% |
| 1Y | +19.4% | -74.9% | +94.3% | +20.1% |
| 3Y | +124.5% | -92.1% | +216.5% | +125.9% |
| 5Y | +138.9% | -97.6% | +236.5% | +141.4% |
| All | +118.2% | -95.5% | +213.7% | +119.7% |
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