+512.3%
GS vs LCID
-95.4%
+607.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | +0.9% | -6.6% | +7.5% | +1.4% |
| 30D | -1.6% | -30.1% | +28.6% | +0.8% |
| 3M | -4.5% | -17.6% | +13.1% | -4.5% |
| 6M | +20.9% | -54.4% | +75.3% | +25.9% |
| YTD | +19.9% | -55.7% | +75.6% | +24.8% |
| 1Y | +41.4% | -71.0% | +112.5% | +51.3% |
| 3Y | +239.2% | -92.6% | +331.8% | +284.6% |
| 5Y | +185.0% | -97.6% | +282.6% | +236.0% |
| All | +512.3% | -95.4% | +607.8% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling