-7.2%
GLD vs LCID
-82.0%
+74.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.7% |
| 7D | -4.6% | -10.2% | +5.6% | -4.1% |
| 30D | -5.5% | -10.2% | +4.7% | -5.2% |
| 3M | -10.9% | -54.1% | +43.2% | -7.9% |
| 6M | -17.4% | -53.8% | +36.3% | -15.6% |
| YTD | -10.3% | -72.0% | +61.7% | -3.6% |
| 1Y | -7.2% | -80.5% | +73.4% | +2.0% |
| All | -7.2% | -82.0% | +74.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling