+353.4%
GWW vs LCID
-97.1%
+450.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.2% | +8.3% | -0.6% |
| 7D | +3.6% | -10.2% | +13.7% | +3.9% |
| 30D | +12.1% | -10.2% | +22.3% | +12.3% |
| 3M | +12.9% | -54.1% | +67.0% | +15.4% |
| 6M | +19.3% | -53.8% | +73.1% | +21.3% |
| YTD | +48.7% | -72.0% | +120.8% | +53.4% |
| 1Y | +60.5% | -80.5% | +141.0% | +67.3% |
| 3Y | +93.3% | -92.6% | +185.8% | +104.0% |
| 5Y | +219.0% | -99.3% | +318.3% | +244.6% |
| All | +353.4% | -97.1% | +450.6% | +414.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling