+91.6%
GWW vs LCID
-92.3%
+183.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | +1.1% | -34.2% | +35.3% | +2.2% |
| 3M | -1.0% | -9.1% | +8.1% | -1.3% |
| 6M | +16.3% | -52.6% | +68.9% | +18.3% |
| YTD | +28.5% | -56.2% | +84.7% | +30.8% |
| 1Y | +30.3% | -74.9% | +105.2% | +34.2% |
| 3Y | +91.6% | -92.1% | +183.7% | +103.0% |
| All | +91.6% | -92.3% | +183.9% | +103.0% |
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