-78.5%
LCID vs GPC
+0.5%
-79.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -9.1% | -1.8% | -7.4% | -8.5% |
| 30D | -37.6% | +0.1% | -37.7% | -37.7% |
| 3M | -11.1% | +37.4% | -48.4% | -24.8% |
| 6M | -59.2% | +25.4% | -84.6% | -63.8% |
| YTD | -60.5% | +12.2% | -72.6% | -66.4% |
| 1Y | -78.5% | -0.3% | -78.2% | -79.7% |
| All | -78.5% | +0.5% | -79.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling