+709.3%
GME vs LCID
-95.4%
+804.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +7.2% | -6.6% | +13.8% | +8.6% |
| 30D | +0.8% | -30.1% | +30.9% | +8.0% |
| 3M | -14.0% | -17.6% | +3.6% | -14.1% |
| 6M | -19.7% | -54.4% | +34.7% | -10.2% |
| YTD | -4.6% | -55.7% | +51.1% | +5.9% |
| 1Y | -14.3% | -71.0% | +56.7% | +3.1% |
| 3Y | +4.0% | -92.6% | +96.7% | +53.0% |
| 5Y | -62.2% | -97.6% | +35.4% | -28.3% |
| All | +709.3% | -95.4% | +804.7% | +1,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling