-81.7%
LCID vs GGLL
-19.4%
-62.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +10.0% |
| 7D | +8.9% | +3.1% | +5.8% | +8.3% |
| 30D | -15.4% | -36.3% | +20.9% | -4.5% |
| 3M | -52.9% | -40.4% | -12.5% | -46.0% |
| 6M | -46.8% | -54.6% | +7.8% | -34.3% |
| YTD | -68.9% | -31.1% | -37.7% | -66.8% |
| 1Y | -81.7% | -19.2% | -62.5% | -81.7% |
| All | -81.7% | -19.4% | -62.3% | -81.7% |
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 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