+330.9%
GLW vs LCID
-96.4%
+427.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.1% | +7.6% |
| 7D | +1.4% | +8.9% | -7.5% | +0.8% |
| 30D | -18.2% | +6.8% | -25.1% | -18.8% |
| 3M | -24.2% | -45.2% | +21.0% | -20.9% |
| 6M | -41.7% | -39.1% | -2.6% | -40.5% |
| YTD | +38.3% | -65.3% | +103.6% | +46.8% |
| 1Y | +38.2% | -78.4% | +116.6% | +51.7% |
| 3Y | +363.4% | -90.3% | +453.7% | +417.7% |
| 5Y | +254.6% | -99.2% | +353.7% | +339.0% |
| All | +330.9% | -96.4% | +427.4% | +400.6% |
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