+493.7%
GLW vs LCID
-95.5%
+589.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +7.6% |
| 7D | +14.0% | +1.8% | +12.3% | +13.9% |
| 30D | +0.4% | -34.2% | +34.6% | +3.5% |
| 3M | -11.3% | -9.1% | -2.2% | -12.0% |
| 6M | +35.1% | -52.6% | +87.7% | +40.8% |
| YTD | +90.5% | -56.2% | +146.7% | +99.2% |
| 1Y | +132.0% | -74.9% | +206.9% | +151.9% |
| 3Y | +463.3% | -92.1% | +555.4% | +537.5% |
| 5Y | +382.5% | -97.6% | +480.1% | +466.1% |
| All | +493.7% | -95.5% | +589.2% | +579.1% |
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