-92.8%
LCID vs GWRE
+50.1%
-142.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -9.8% | -13.2% | +3.4% | -6.4% |
| 30D | -35.5% | -18.6% | -16.9% | -33.1% |
| 3M | -18.4% | +18.9% | -37.3% | -24.6% |
| 6M | -60.5% | -11.0% | -49.5% | -60.7% |
| YTD | -60.1% | -29.9% | -30.2% | -58.2% |
| 1Y | -78.8% | -44.3% | -34.5% | -76.3% |
| 3Y | -92.8% | +51.7% | -144.4% | -94.0% |
| All | -92.8% | +50.1% | -142.9% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling