+279.7%
GLW vs LCID
-96.8%
+376.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +1.8% |
| 7D | -13.9% | +8.9% | -22.9% | -14.5% |
| 30D | -35.0% | -15.4% | -19.6% | -34.2% |
| 3M | -32.4% | -52.9% | +20.5% | -28.6% |
| 6M | -41.3% | -46.8% | +5.5% | -39.5% |
| YTD | +21.8% | -68.9% | +90.7% | +30.5% |
| 1Y | +21.8% | -81.7% | +103.5% | +35.5% |
| 3Y | +307.7% | -92.4% | +400.1% | +363.7% |
| 5Y | +213.7% | -99.2% | +312.9% | +290.5% |
| All | +279.7% | -96.8% | +376.5% | +345.1% |
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