+141.0%
GS vs LCID
-99.2%
+240.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.6% | +5.2% | -5.3% |
| 7D | -6.3% | -6.9% | +0.5% | -5.8% |
| 30D | -3.1% | -28.4% | +25.2% | -0.5% |
| 3M | -17.7% | -55.5% | +37.9% | -12.1% |
| 6M | -4.6% | -52.3% | +47.8% | -0.4% |
| YTD | +0.3% | -71.8% | +72.1% | +9.4% |
| 1Y | +11.7% | -82.7% | +94.4% | +27.3% |
| 3Y | +183.6% | -93.5% | +277.1% | +237.8% |
| 5Y | +141.0% | -99.3% | +240.2% | +229.8% |
| All | +141.0% | -99.2% | +240.2% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling