-95.3%
LCID vs GAP
+64.0%
-159.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -6.6% | -4.5% | -2.1% | -5.2% |
| 30D | -30.1% | +9.0% | -39.2% | -32.6% |
| 3M | -17.6% | +5.0% | -22.6% | -19.6% |
| 6M | -54.4% | -17.8% | -36.6% | -52.7% |
| YTD | -55.7% | -10.4% | -45.3% | -55.4% |
| 1Y | -71.0% | -3.4% | -67.7% | -71.7% |
| 3Y | -92.6% | +111.5% | -204.1% | -95.1% |
| 5Y | -97.6% | +8.8% | -106.4% | -98.2% |
| All | -95.3% | +64.0% | -159.2% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling