-95.3%
LCID vs GFI
+312.9%
-408.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +1.8% | +5.7% | -3.9% | +1.3% |
| 30D | -34.2% | +15.6% | -49.8% | -35.0% |
| 3M | -9.1% | +31.5% | -40.6% | -11.2% |
| 6M | -52.6% | -3.7% | -48.9% | -52.8% |
| YTD | -56.2% | +11.2% | -67.4% | -56.9% |
| 1Y | -74.9% | +36.4% | -111.3% | -75.6% |
| 3Y | -92.1% | +313.5% | -405.6% | -92.8% |
| 5Y | -97.6% | +528.0% | -625.6% | -97.8% |
| All | -95.3% | +312.9% | -408.2% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling