-96.2%
LCID vs GAP
+61.8%
-158.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.1% |
| 7D | +24.8% | -0.1% | +24.9% | +25.1% |
| 30D | -0.5% | -5.4% | +4.9% | +1.5% |
| 3M | -43.0% | +2.9% | -45.9% | -43.7% |
| 6M | -40.5% | -4.4% | -36.1% | -40.5% |
| YTD | -64.3% | -11.6% | -52.8% | -63.8% |
| 1Y | -78.1% | -6.0% | -72.0% | -78.2% |
| 3Y | -90.1% | +78.0% | -168.1% | -92.9% |
| 5Y | -99.1% | +8.5% | -107.6% | -99.3% |
| All | -96.2% | +61.8% | -158.0% | -97.2% |
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