-96.2%
LCID vs GPC
+46.7%
-142.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.1% |
| 7D | +24.8% | +0.4% | +24.5% | +24.8% |
| 30D | -0.5% | -1.8% | +1.3% | 0.0% |
| 3M | -43.0% | -6.6% | -36.4% | -41.4% |
| 6M | -40.5% | +21.3% | -61.9% | -46.9% |
| YTD | -64.3% | +4.3% | -68.6% | -66.0% |
| 1Y | -78.1% | +3.3% | -81.3% | -79.0% |
| 3Y | -90.1% | +0.8% | -90.8% | -90.7% |
| 5Y | -99.1% | +7.4% | -106.5% | -99.2% |
| All | -96.2% | +46.7% | -142.9% | -96.8% |
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