-97.6%
LCID vs GGLL
+195.8%
-293.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.7% |
| 7D | +20.0% | +6.3% | +13.7% | +18.3% |
| 30D | -5.0% | -35.1% | +30.1% | +6.3% |
| 3M | -48.9% | -37.7% | -11.2% | -42.4% |
| 6M | -43.2% | -54.1% | +10.9% | -31.1% |
| YTD | -65.9% | -29.4% | -36.5% | -63.8% |
| 1Y | -79.2% | -13.4% | -65.8% | -79.1% |
| 3Y | -90.4% | +158.3% | -248.7% | -94.0% |
| All | -97.6% | +195.8% | -293.4% | -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