-95.7%
LCID vs GAP
+56.1%
-151.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.6% | -3.2% | -6.4% |
| 7D | -9.3% | -3.2% | -6.2% | -8.4% |
| 30D | -35.4% | -0.7% | -34.7% | -35.6% |
| 3M | -17.1% | -0.5% | -16.6% | -17.6% |
| 6M | -58.9% | -5.0% | -54.0% | -59.2% |
| YTD | -59.6% | -14.7% | -44.9% | -58.6% |
| 1Y | -78.0% | -8.6% | -69.3% | -78.1% |
| 3Y | -92.7% | +108.4% | -201.0% | -95.1% |
| 5Y | -97.8% | +5.8% | -103.6% | -98.4% |
| All | -95.7% | +56.1% | -151.8% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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