-0.1%
GPN vs LCID
-51.6%
+51.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -11.3% | -0.7% | -10.6% |
| 7D | -7.1% | +9.2% | -16.4% | -6.4% |
| 30D | +7.7% | -3.0% | +10.7% | +9.1% |
| 3M | -0.1% | -50.2% | +50.1% | +9.7% |
| All | -0.1% | -51.6% | +51.5% | +9.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling