+14.7%
GTLB vs LCID
-71.9%
+86.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.8% |
| 7D | +11.1% | -6.6% | +17.6% | +11.9% |
| 30D | +37.8% | -30.1% | +68.0% | +43.2% |
| 3M | +61.6% | -17.6% | +79.2% | +61.7% |
| 6M | +98.9% | -54.4% | +153.4% | +114.9% |
| YTD | +32.8% | -55.7% | +88.5% | +43.3% |
| 1Y | +14.7% | -71.0% | +85.7% | +28.4% |
| All | +14.7% | -71.9% | +86.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling