-97.5%
LCID vs GGLL
+206.6%
-304.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -3.9% |
| 7D | +8.9% | +2.9% | +6.0% | +8.2% |
| 30D | +6.8% | -33.1% | +40.0% | +18.4% |
| 3M | -45.2% | -31.2% | -14.0% | -39.9% |
| 6M | -39.1% | -49.4% | +10.2% | -28.2% |
| YTD | -65.3% | -26.8% | -38.4% | -63.5% |
| 1Y | -78.4% | -17.7% | -60.7% | -78.1% |
| 3Y | -90.3% | +160.4% | -250.8% | -93.9% |
| All | -97.5% | +206.6% | -304.1% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling