+185.2%
GM vs LCID
-95.9%
+281.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.1% |
| 7D | -1.1% | -9.1% | +8.1% | 0.0% |
| 30D | -3.4% | -37.6% | +34.2% | +1.7% |
| 3M | +8.7% | -11.1% | +19.8% | +7.8% |
| 6M | +15.4% | -59.2% | +74.6% | +24.8% |
| YTD | +6.6% | -60.5% | +67.1% | +15.2% |
| 1Y | +51.5% | -78.5% | +130.0% | +74.8% |
| 3Y | +169.3% | -92.8% | +262.2% | +232.5% |
| 5Y | +81.6% | -97.9% | +179.5% | +146.7% |
| All | +185.2% | -95.9% | +281.2% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling