-92.8%
LCID vs GFI
+292.6%
-385.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -9.1% | -5.1% | -4.0% | -8.5% |
| 30D | -37.6% | +13.4% | -51.0% | -38.7% |
| 3M | -11.1% | +36.2% | -47.3% | -15.3% |
| 6M | -59.2% | -9.8% | -49.4% | -59.0% |
| YTD | -60.5% | +7.7% | -68.1% | -61.5% |
| 1Y | -78.5% | +27.2% | -105.7% | -79.6% |
| All | -92.8% | +292.6% | -385.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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