-96.4%
LCID vs GPC
+47.8%
-144.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.3% |
| 7D | +20.0% | +0.8% | +19.2% | +19.7% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | -48.9% | -6.6% | -42.2% | -47.4% |
| 6M | -43.2% | +22.2% | -65.5% | -49.4% |
| YTD | -65.9% | +5.1% | -71.0% | -67.7% |
| 1Y | -79.2% | +2.8% | -82.0% | -80.0% |
| 3Y | -90.4% | +2.4% | -92.8% | -91.1% |
| 5Y | -99.2% | +7.8% | -107.0% | -99.3% |
| All | -96.4% | +47.8% | -144.2% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling