+22.2%
GME vs LCID
-80.1%
+102.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.3% | +11.6% | +0.7% |
| 7D | +6.0% | +9.2% | -3.2% | +5.6% |
| 30D | -5.9% | -3.0% | -2.9% | -5.9% |
| 3M | +38.2% | -50.2% | +88.4% | +40.2% |
| 6M | +14.5% | -45.8% | +60.4% | +15.7% |
| YTD | +27.6% | -69.2% | +96.8% | +29.6% |
| All | +22.2% | -80.1% | +102.4% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling