-48.0%
GPN vs LCID
-95.9%
+48.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.9% |
| 7D | -3.5% | -9.1% | +5.6% | -2.8% |
| 30D | +3.1% | -37.6% | +40.7% | +6.6% |
| 3M | +42.3% | -11.1% | +53.4% | +41.9% |
| 6M | +20.9% | -59.2% | +80.1% | +26.9% |
| YTD | +15.2% | -60.5% | +75.7% | +20.8% |
| 1Y | +5.4% | -78.5% | +83.9% | +14.9% |
| 3Y | -27.4% | -92.8% | +65.4% | -18.1% |
| 5Y | -44.2% | -97.9% | +53.7% | -33.9% |
| All | -48.0% | -95.9% | +48.0% | -30.6% |
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 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