+107.2%
GLD vs LCID
-96.5%
+203.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.8% |
| 7D | +4.9% | +20.0% | -15.1% | +4.7% |
| 30D | -1.3% | -5.0% | +3.7% | -1.3% |
| 3M | -4.8% | -48.9% | +44.1% | -4.2% |
| 6M | -12.5% | -43.2% | +30.7% | -12.3% |
| YTD | -4.2% | -65.9% | +61.7% | -3.7% |
| 1Y | +3.0% | -79.2% | +82.2% | +3.8% |
| 3Y | +109.1% | -90.4% | +199.5% | +110.8% |
| 5Y | +121.6% | -99.2% | +220.8% | +123.2% |
| All | +107.2% | -96.5% | +203.7% | +109.0% |
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