+5.6%
GTLB vs LCID
-92.2%
+97.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.2% | +10.2% | +2.4% |
| 7D | -0.7% | -10.2% | +9.4% | +0.5% |
| 30D | -10.2% | -10.2% | 0.0% | -9.3% |
| 3M | +10.1% | -54.1% | +64.2% | +22.6% |
| 6M | +116.5% | -53.8% | +170.2% | +135.1% |
| YTD | +27.2% | -72.0% | +99.2% | +48.1% |
| 1Y | +8.6% | -80.5% | +89.1% | +33.5% |
| 3Y | +5.6% | -92.6% | +98.1% | +45.6% |
| All | +5.6% | -92.2% | +97.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling