+314.8%
GLW vs LCID
-96.5%
+411.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.4% | -0.2% | +8.5% |
| 7D | -5.9% | +20.0% | -25.9% | -7.3% |
| 30D | -26.0% | -5.0% | -21.0% | -25.8% |
| 3M | -29.9% | -48.9% | +19.0% | -26.4% |
| 6M | -37.8% | -43.2% | +5.5% | -36.1% |
| YTD | +33.1% | -65.9% | +99.1% | +41.6% |
| 1Y | +36.8% | -79.2% | +116.0% | +50.7% |
| 3Y | +356.1% | -90.4% | +446.5% | +410.1% |
| 5Y | +243.8% | -99.2% | +343.0% | +326.3% |
| All | +314.8% | -96.5% | +411.3% | +382.8% |
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