-52.3%
LCID vs GGLL
-52.5%
+0.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -10.1% |
| 7D | -6.9% | -1.3% | -5.6% | -6.2% |
| 30D | -28.4% | -36.3% | +7.9% | -18.7% |
| 3M | -55.5% | -42.7% | -12.8% | -47.8% |
| 6M | -52.3% | -53.1% | +0.8% | -37.5% |
| All | -52.3% | -52.5% | +0.1% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling