+80.5%
GM vs LCID
-97.8%
+178.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.8% | +5.4% | -1.3% |
| 7D | -1.1% | -9.3% | +8.2% | +0.1% |
| 30D | -4.6% | -35.4% | +30.8% | +0.8% |
| 3M | +0.2% | -17.1% | +17.3% | +0.1% |
| 6M | +12.6% | -58.9% | +71.6% | +23.2% |
| YTD | +3.7% | -59.6% | +63.3% | +13.1% |
| 1Y | +45.6% | -78.0% | +123.6% | +71.8% |
| 3Y | +162.0% | -92.7% | +254.7% | +237.1% |
| 5Y | +80.5% | -97.8% | +178.3% | +194.9% |
| All | +80.5% | -97.8% | +178.3% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling