-97.9%
LCID vs GFI
+524.1%
-622.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -9.8% | -4.9% | -5.0% | -9.4% |
| 30D | -35.5% | +10.7% | -46.2% | -36.2% |
| 3M | -18.4% | +25.6% | -44.0% | -20.5% |
| 6M | -60.5% | -8.3% | -52.2% | -60.4% |
| YTD | -60.1% | +6.3% | -66.4% | -60.7% |
| 1Y | -78.8% | +22.1% | -100.9% | -79.4% |
| 3Y | -92.8% | +289.2% | -382.0% | -93.8% |
| All | -97.9% | +524.1% | -622.0% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling