-97.9%
LCID vs GWRE
+15.1%
-113.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -9.8% | -13.2% | +3.4% | -3.7% |
| 30D | -35.5% | -18.6% | -16.9% | -31.2% |
| 3M | -18.4% | +18.9% | -37.3% | -28.7% |
| 6M | -60.5% | -11.0% | -49.5% | -60.9% |
| YTD | -60.1% | -29.9% | -30.2% | -55.7% |
| 1Y | -78.8% | -44.3% | -34.5% | -73.1% |
| 3Y | -92.8% | +51.7% | -144.4% | -96.0% |
| All | -97.9% | +15.1% | -113.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling