-92.4%
LCID vs GGLL
+154.9%
-247.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +9.0% | +10.1% |
| 7D | +8.9% | +3.1% | +5.8% | +8.5% |
| 30D | -15.4% | -36.3% | +20.9% | -7.3% |
| 3M | -52.9% | -40.4% | -12.5% | -47.8% |
| 6M | -46.8% | -54.6% | +7.8% | -38.1% |
| YTD | -68.9% | -31.1% | -37.7% | -66.9% |
| 1Y | -81.7% | -19.2% | -62.5% | -81.1% |
| 3Y | -92.4% | +151.5% | -243.9% | -93.3% |
| All | -92.4% | +154.9% | -247.3% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling