-71.0%
LCID vs GWRE
-25.4%
-45.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -19.9% | +21.7% | +7.9% |
| 7D | -6.6% | -21.1% | +14.5% | -0.6% |
| 30D | -30.1% | +1.3% | -31.5% | -32.7% |
| 3M | -17.6% | +7.4% | -25.0% | -23.7% |
| 6M | -54.4% | +5.6% | -60.0% | -57.4% |
| YTD | -55.7% | -19.2% | -36.5% | -53.5% |
| 1Y | -71.0% | -25.1% | -45.9% | -68.3% |
| All | -71.0% | -25.4% | -45.6% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling