+84.2%
GNRC vs LCID
-92.2%
+176.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | +0.3% |
| 7D | +7.9% | -10.2% | +18.1% | +9.3% |
| 30D | -3.7% | -10.2% | +6.5% | -2.9% |
| 3M | -11.9% | -54.1% | +42.2% | -2.3% |
| 6M | -28.6% | -53.8% | +25.1% | -22.7% |
| YTD | +39.9% | -72.0% | +111.9% | +62.0% |
| 1Y | +23.4% | -80.5% | +103.9% | +51.1% |
| 3Y | +84.2% | -92.6% | +176.8% | +152.7% |
| All | +84.2% | -92.2% | +176.4% | +152.7% |
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