+979.2%
GME vs LCID
-96.4%
+1,075.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.0% |
| 7D | +1.6% | +8.9% | -7.3% | -0.3% |
| 30D | -6.2% | +6.8% | -13.0% | -8.0% |
| 3M | +35.8% | -45.2% | +81.0% | +50.9% |
| 6M | +10.3% | -39.1% | +49.4% | +15.2% |
| YTD | +27.2% | -65.3% | +92.5% | +46.5% |
| 1Y | +19.1% | -78.4% | +97.5% | +51.5% |
| 3Y | +103.7% | -90.3% | +194.1% | +178.4% |
| 5Y | -50.0% | -99.2% | +49.2% | -11.2% |
| All | +979.2% | -96.4% | +1,075.6% | +1,463.7% |
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