+64.6%
GSK vs LCID
-95.4%
+160.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.0% |
| 7D | -1.8% | -6.6% | +4.8% | -1.7% |
| 30D | -2.2% | -30.1% | +28.0% | -1.7% |
| 3M | -1.8% | -17.6% | +15.8% | -1.7% |
| 6M | -10.6% | -54.4% | +43.8% | -9.9% |
| YTD | +4.4% | -55.7% | +60.1% | +5.2% |
| 1Y | +30.4% | -71.0% | +101.5% | +31.8% |
| 3Y | +60.1% | -92.6% | +152.7% | +62.8% |
| 5Y | +46.8% | -97.6% | +144.4% | +49.6% |
| All | +64.6% | -95.4% | +160.1% | +67.5% |
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 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