-90.1%
LCID vs GGLL
+157.4%
-247.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +24.8% | +5.1% | +19.7% | +23.8% |
| 30D | -0.5% | -35.5% | +35.0% | +8.8% |
| 3M | -43.0% | -39.2% | -3.8% | -37.0% |
| 6M | -40.5% | -54.4% | +13.8% | -30.9% |
| YTD | -64.3% | -29.8% | -34.5% | -62.2% |
| 1Y | -78.1% | -20.4% | -57.6% | -77.3% |
| 3Y | -90.1% | +149.7% | -239.8% | -91.1% |
| All | -90.1% | +157.4% | -247.5% | -91.1% |
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