-95.3%
LCID vs GPC
+62.4%
-157.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -6.6% | +1.2% | -7.8% | -7.1% |
| 30D | -30.1% | +6.0% | -36.1% | -32.1% |
| 3M | -17.6% | +42.6% | -60.2% | -31.6% |
| 6M | -54.4% | +22.8% | -77.2% | -59.3% |
| YTD | -55.7% | +15.5% | -71.2% | -59.7% |
| 1Y | -71.0% | +2.0% | -73.1% | -71.9% |
| 3Y | -92.6% | -1.4% | -91.2% | -93.0% |
| 5Y | -97.6% | +30.6% | -128.2% | -97.9% |
| All | -95.3% | +62.4% | -157.7% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling