+12.6%
GTLB vs LCID
-79.4%
+92.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.6% | -11.6% | -1.6% |
| 7D | -9.7% | -1.2% | -8.5% | -9.6% |
| 30D | +1.7% | -19.2% | +20.9% | +4.1% |
| 3M | +43.6% | -56.7% | +100.2% | +57.2% |
| 6M | +113.0% | -49.6% | +162.6% | +126.5% |
| YTD | +39.5% | -68.1% | +107.7% | +55.4% |
| 1Y | +12.6% | -79.4% | +92.0% | +25.5% |
| All | +12.6% | -79.4% | +92.0% | +25.5% |
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 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