+1.8%
GTLB vs LCID
-80.6%
+82.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.2% | +1.4% |
| 7D | -3.5% | +9.2% | -12.7% | -5.0% |
| 30D | -9.0% | -3.0% | -6.0% | -9.0% |
| 3M | +15.9% | -50.2% | +66.1% | +25.0% |
| 6M | +104.9% | -45.8% | +150.7% | +115.3% |
| YTD | +26.0% | -69.2% | +95.2% | +41.3% |
| 1Y | +1.8% | -80.4% | +82.2% | +15.3% |
| All | +1.8% | -80.6% | +82.4% | +15.3% |
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