-95.3%
LCID vs GWRE
+41.2%
-136.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.8% | +2.7% |
| 7D | +1.8% | -25.6% | +27.3% | +14.6% |
| 30D | -34.2% | -12.2% | -22.0% | -32.3% |
| 3M | -9.1% | +17.7% | -26.8% | -20.1% |
| 6M | -52.6% | -11.3% | -41.3% | -53.0% |
| YTD | -56.2% | -25.5% | -30.7% | -52.8% |
| 1Y | -74.9% | -42.8% | -32.1% | -68.5% |
| 3Y | -92.1% | +59.0% | -151.1% | -95.6% |
| 5Y | -97.6% | +21.6% | -119.2% | -98.4% |
| All | -95.3% | +41.2% | -136.6% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling