-54.6%
GTLB vs LCID
-97.9%
+43.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +4.6% | +1.8% | +2.8% | +4.2% |
| 30D | +21.0% | -34.2% | +55.2% | +34.8% |
| 3M | +51.7% | -9.1% | +60.8% | +47.7% |
| 6M | +89.3% | -52.6% | +141.9% | +118.0% |
| YTD | +25.6% | -56.2% | +81.8% | +46.3% |
| 1Y | -1.5% | -74.9% | +73.3% | +32.8% |
| 3Y | -9.9% | -92.1% | +82.1% | +49.9% |
| All | -54.6% | -97.9% | +43.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling