+2.4%
GNRC vs LCID
-95.9%
+98.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.7% |
| 7D | -0.2% | -9.8% | +9.6% | +1.8% |
| 30D | -15.7% | -35.5% | +19.7% | -8.6% |
| 3M | -27.3% | -18.4% | -9.0% | -27.1% |
| 6M | -12.1% | -60.5% | +48.4% | +0.9% |
| YTD | +37.1% | -60.1% | +97.2% | +55.6% |
| 1Y | -0.5% | -78.8% | +78.3% | +27.6% |
| 3Y | +61.5% | -92.8% | +154.3% | +132.7% |
| 5Y | -58.6% | -97.9% | +39.3% | -27.5% |
| All | +2.4% | -95.9% | +98.2% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling