+101.6%
GLD vs LCID
-96.3%
+197.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -2.7% |
| 7D | +2.8% | +24.8% | -22.0% | +2.5% |
| 30D | -4.0% | -0.5% | -3.4% | -4.0% |
| 3M | -8.2% | -43.0% | +34.7% | -7.8% |
| 6M | -14.8% | -40.5% | +25.7% | -14.7% |
| YTD | -6.8% | -64.3% | +57.5% | -6.3% |
| 1Y | -2.4% | -78.1% | +75.7% | -1.7% |
| 3Y | +105.8% | -90.1% | +195.8% | +107.3% |
| 5Y | +113.3% | -99.1% | +212.4% | +114.8% |
| All | +101.6% | -96.3% | +197.9% | +103.3% |
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