-99.3%
LCID vs GPC
+3.6%
-102.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +11.1% |
| 7D | +8.9% | +1.6% | +7.4% | +8.1% |
| 30D | -15.4% | -2.1% | -13.3% | -14.9% |
| 3M | -52.9% | -6.8% | -46.1% | -51.3% |
| 6M | -46.8% | +18.6% | -65.4% | -52.8% |
| YTD | -68.9% | +2.7% | -71.6% | -70.5% |
| 1Y | -81.7% | +1.8% | -83.5% | -82.5% |
| 3Y | -92.4% | +1.1% | -93.4% | -93.1% |
| All | -99.3% | +3.6% | -102.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling