+103.2%
GLD vs LCID
-93.0%
+196.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.1% |
| 7D | +4.7% | +8.9% | -4.2% | +4.4% |
| 30D | -0.9% | -15.4% | +14.5% | -0.6% |
| 3M | -4.4% | -52.9% | +48.5% | -2.9% |
| 6M | -13.6% | -46.8% | +33.3% | -12.9% |
| YTD | -6.0% | -68.9% | +62.9% | -4.3% |
| 1Y | +1.8% | -81.7% | +83.4% | +4.2% |
| 3Y | +103.2% | -92.4% | +195.6% | +111.3% |
| All | +103.2% | -93.0% | +196.2% | +111.3% |
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 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