+436.6%
GS vs LCID
-96.3%
+532.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.1% |
| 7D | +1.6% | +24.8% | -23.3% | -0.1% |
| 30D | +1.7% | -0.5% | +2.2% | +1.4% |
| 3M | -11.6% | -43.0% | +31.4% | -8.5% |
| 6M | -1.9% | -40.5% | +38.6% | -0.1% |
| YTD | +5.1% | -64.3% | +69.4% | +10.7% |
| 1Y | +16.4% | -78.1% | +94.5% | +26.8% |
| 3Y | +199.0% | -90.1% | +289.0% | +232.1% |
| 5Y | +157.4% | -99.1% | +256.5% | +214.0% |
| All | +436.6% | -96.3% | +532.9% | +500.9% |
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