+105.8%
GLD vs LCID
-90.0%
+195.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -2.8% |
| 7D | +2.8% | +24.8% | -22.0% | +2.2% |
| 30D | -4.0% | -0.5% | -3.4% | -4.1% |
| 3M | -8.2% | -43.0% | +34.7% | -7.3% |
| 6M | -14.8% | -40.5% | +25.7% | -14.5% |
| YTD | -6.8% | -64.3% | +57.5% | -5.4% |
| 1Y | -2.4% | -78.1% | +75.7% | -0.5% |
| 3Y | +105.8% | -90.1% | +195.8% | +111.5% |
| All | +105.8% | -90.0% | +195.8% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling