-52.0%
GTLB vs LCID
-97.9%
+45.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.6% |
| 7D | +11.1% | -6.6% | +17.6% | +13.1% |
| 30D | +37.8% | -30.1% | +68.0% | +51.0% |
| 3M | +61.6% | -17.6% | +79.2% | +61.5% |
| 6M | +98.9% | -54.4% | +153.4% | +131.7% |
| YTD | +32.8% | -55.7% | +88.5% | +54.2% |
| 1Y | +14.7% | -71.0% | +85.7% | +47.8% |
| 3Y | +1.3% | -92.6% | +94.0% | +74.0% |
| All | -52.0% | -97.9% | +45.9% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling