+410.5%
GS vs LCID
-96.8%
+507.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.1% |
| 7D | -3.2% | +8.9% | -12.2% | -3.8% |
| 30D | -2.4% | -15.4% | +13.0% | -1.5% |
| 3M | -15.7% | -52.9% | +37.1% | -11.6% |
| 6M | -6.8% | -46.8% | +40.1% | -4.3% |
| YTD | -0.1% | -68.9% | +68.8% | +6.3% |
| 1Y | +12.1% | -81.7% | +93.8% | +23.7% |
| 3Y | +185.8% | -92.4% | +278.2% | +223.3% |
| 5Y | +140.1% | -99.2% | +239.3% | +196.0% |
| All | +410.5% | -96.8% | +507.3% | +477.3% |
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