-97.6%
LCID vs GAP
+9.4%
-107.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +1.8% | +1.7% | 0.0% | +1.2% |
| 30D | -34.2% | +9.3% | -43.6% | -36.7% |
| 3M | -9.1% | +6.1% | -15.2% | -11.7% |
| 6M | -52.6% | -2.3% | -50.3% | -53.4% |
| YTD | -56.2% | -10.6% | -45.6% | -55.8% |
| 1Y | -74.9% | -4.4% | -70.5% | -75.4% |
| 3Y | -92.1% | +118.3% | -210.4% | -95.1% |
| 5Y | -97.6% | +12.2% | -109.8% | -98.3% |
| All | -97.6% | +9.4% | -107.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling