+286.5%
GWW vs LCID
-95.9%
+382.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -3.1% | -9.1% | +6.0% | -2.9% |
| 30D | -2.3% | -37.6% | +35.3% | -0.9% |
| 3M | -3.3% | -11.1% | +7.8% | -3.5% |
| 6M | +15.4% | -59.2% | +74.6% | +18.0% |
| YTD | +26.7% | -60.5% | +87.2% | +29.5% |
| 1Y | +29.0% | -78.5% | +107.5% | +34.1% |
| 3Y | +89.0% | -92.8% | +181.8% | +100.2% |
| 5Y | +221.8% | -97.9% | +319.7% | +251.2% |
| All | +286.5% | -95.9% | +382.4% | +334.5% |
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