-79.4%
LCID vs GGLL
-11.6%
-67.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +6.5% | +5.1% | +9.6% |
| 7D | -1.2% | -23.1% | +21.9% | +5.6% |
| 30D | -19.2% | -32.9% | +13.7% | -10.2% |
| 3M | -56.7% | -44.9% | -11.8% | -48.9% |
| 6M | -49.6% | -49.5% | -0.1% | -39.6% |
| YTD | -68.1% | -28.9% | -39.2% | -66.4% |
| 1Y | -79.4% | -12.2% | -67.2% | -80.4% |
| All | -79.4% | -11.6% | -67.8% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling