-96.8%
LCID vs GGLL
+328.7%
-425.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.4% |
| 7D | -6.6% | -4.8% | -1.8% | -5.3% |
| 30D | -30.1% | -13.7% | -16.5% | -27.4% |
| 3M | -17.6% | -21.9% | +4.2% | -12.9% |
| 6M | -54.4% | +11.7% | -66.1% | -56.7% |
| YTD | -55.7% | +2.3% | -58.0% | -57.1% |
| 1Y | -71.0% | +76.2% | -147.2% | -76.1% |
| 3Y | -92.6% | +245.0% | -337.6% | -95.7% |
| All | -96.8% | +328.7% | -425.5% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling