+99.3%
GLD vs LCID
-96.4%
+195.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -1.1% |
| 7D | -2.0% | +8.9% | -10.9% | -2.1% |
| 30D | -4.4% | +6.8% | -11.3% | -4.6% |
| 3M | -8.9% | -45.2% | +36.3% | -8.5% |
| 6M | -16.0% | -39.1% | +23.2% | -15.8% |
| YTD | -7.9% | -65.3% | +57.4% | -7.3% |
| 1Y | -3.9% | -78.4% | +74.5% | -3.2% |
| 3Y | +103.4% | -90.3% | +193.8% | +105.0% |
| 5Y | +109.7% | -99.2% | +208.9% | +111.2% |
| All | +99.3% | -96.4% | +195.7% | +101.0% |
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 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