-62.0%
GME vs LCID
-97.7%
+35.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +0.4% | +1.8% | -1.3% | -0.1% |
| 30D | -1.4% | -34.2% | +32.8% | +10.9% |
| 3M | -15.1% | -9.1% | -6.0% | -18.3% |
| 6M | -22.5% | -52.6% | +30.1% | -10.2% |
| YTD | -5.9% | -56.2% | +50.3% | +9.3% |
| 1Y | -18.6% | -74.9% | +56.2% | +12.3% |
| 3Y | +6.7% | -92.1% | +98.7% | +85.9% |
| 5Y | -62.0% | -97.6% | +35.6% | +13.2% |
| All | -62.0% | -97.7% | +35.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling