+67.1%
GSK vs LCID
-96.8%
+163.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.3% | +11.4% | +0.3% |
| 7D | +0.5% | +9.2% | -8.8% | +0.3% |
| 30D | +9.4% | -3.0% | +12.4% | +9.4% |
| 3M | +1.6% | -50.2% | +51.8% | +2.5% |
| 6M | +1.3% | -45.8% | +47.1% | +1.9% |
| YTD | +6.0% | -69.2% | +75.2% | +7.2% |
| 1Y | +9.1% | -80.4% | +89.5% | +10.8% |
| 3Y | +65.4% | -91.4% | +156.8% | +68.3% |
| 5Y | +43.0% | -99.3% | +142.2% | +48.1% |
| All | +67.1% | -96.8% | +163.9% | +70.8% |
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 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