+1.4%
GME vs LCID
-92.2%
+93.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +7.2% | -6.6% | +13.8% | +8.4% |
| 30D | +0.8% | -30.1% | +30.9% | +7.1% |
| 3M | -14.0% | -17.6% | +3.6% | -14.1% |
| 6M | -19.7% | -54.4% | +34.7% | -10.3% |
| YTD | -4.6% | -55.7% | +51.1% | +5.8% |
| 1Y | -14.3% | -71.0% | +56.7% | +3.6% |
| All | +1.4% | -92.2% | +93.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling