+101.5%
GME vs LCID
-90.9%
+192.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.6% | +0.3% |
| 7D | +5.8% | +20.0% | -14.2% | +2.5% |
| 30D | -3.7% | -5.0% | +1.4% | -3.5% |
| 3M | +33.6% | -48.9% | +82.4% | +47.5% |
| 6M | +5.4% | -43.2% | +48.6% | +10.9% |
| YTD | +27.4% | -65.9% | +93.4% | +45.6% |
| 1Y | +19.0% | -79.2% | +98.2% | +51.3% |
| 3Y | +101.5% | -90.4% | +191.9% | +157.5% |
| All | +101.5% | -90.9% | +192.4% | +157.5% |
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