+60.5%
GSK vs LCID
-95.8%
+156.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.3% |
| 7D | -3.6% | -9.3% | +5.8% | -3.5% |
| 30D | -5.9% | -35.4% | +29.5% | -5.3% |
| 3M | -4.3% | -17.1% | +12.8% | -4.2% |
| 6M | -10.8% | -58.9% | +48.1% | -10.0% |
| YTD | +1.8% | -59.6% | +61.4% | +2.6% |
| 1Y | +23.5% | -78.0% | +101.5% | +25.2% |
| 3Y | +49.5% | -92.7% | +142.2% | +52.2% |
| 5Y | +49.7% | -97.8% | +147.5% | +52.7% |
| All | +60.5% | -95.8% | +156.3% | +63.5% |
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