-3.5%
GTLB vs LCID
-78.4%
+74.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | -4.1% | -9.1% | +5.1% | -3.0% |
| 30D | +12.3% | -37.6% | +49.9% | +18.0% |
| 3M | +65.9% | -11.1% | +77.0% | +64.3% |
| 6M | +104.0% | -59.2% | +163.1% | +120.7% |
| YTD | +26.0% | -60.5% | +86.5% | +36.1% |
| 1Y | -3.5% | -78.5% | +75.0% | +6.5% |
| All | -3.5% | -78.4% | +74.9% | +6.5% |
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