-92.6%
LCID vs GGLL
+166.5%
-259.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.1% | -7.1% | -8.7% |
| 7D | -10.2% | +7.7% | -17.9% | -11.8% |
| 30D | -10.2% | -30.2% | +20.0% | -3.6% |
| 3M | -54.1% | -31.3% | -22.8% | -50.7% |
| 6M | -53.8% | -52.1% | -1.7% | -46.9% |
| YTD | -72.0% | -25.9% | -46.2% | -70.8% |
| 1Y | -80.5% | -8.5% | -72.1% | -80.4% |
| 3Y | -92.6% | +165.5% | -258.1% | -93.5% |
| All | -92.6% | +166.5% | -259.1% | -93.5% |
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