-40.1%
GLXY vs LCID
-87.9%
+47.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.4% | -5.2% | +2.4% |
| 7D | -14.6% | +8.9% | -23.6% | -17.3% |
| 30D | -36.2% | -15.4% | -20.7% | -33.6% |
| 3M | -30.1% | -52.9% | +22.8% | -14.5% |
| 6M | -56.1% | -46.8% | -9.3% | -50.3% |
| YTD | -38.9% | -68.9% | +30.0% | -17.3% |
| 1Y | -55.0% | -81.7% | +26.6% | -29.4% |
| All | -40.1% | -87.9% | +47.8% | -2.2% |
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