+184.1%
GM vs LCID
-95.5%
+279.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.1% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | -1.8% | -34.2% | +32.4% | +2.8% |
| 3M | +2.6% | -9.1% | +11.7% | +1.6% |
| 6M | +14.6% | -52.6% | +67.2% | +21.7% |
| YTD | +6.2% | -56.2% | +62.4% | +13.4% |
| 1Y | +48.7% | -74.9% | +123.6% | +68.6% |
| 3Y | +168.3% | -92.1% | +260.4% | +227.5% |
| 5Y | +82.8% | -97.6% | +180.3% | +144.8% |
| All | +184.1% | -95.5% | +279.6% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LCID 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling