+740.1%
GME vs LCID
-95.8%
+836.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.8% | +13.1% | +6.8% |
| 7D | +4.8% | -9.3% | +14.2% | +6.7% |
| 30D | +5.9% | -35.4% | +41.3% | +15.0% |
| 3M | -10.7% | -17.1% | +6.4% | -11.1% |
| 6M | -19.8% | -58.9% | +39.1% | -8.5% |
| YTD | -0.9% | -59.6% | +58.7% | +11.8% |
| 1Y | -15.7% | -78.0% | +62.3% | +7.9% |
| 3Y | +12.3% | -92.7% | +105.0% | +64.9% |
| 5Y | -60.1% | -97.8% | +37.8% | -23.1% |
| All | +740.1% | -95.8% | +836.0% | +1,093.6% |
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