-45.6%
GPN vs LCID
-95.4%
+49.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +0.8% | -6.6% | +7.4% | +1.3% |
| 30D | +5.8% | -30.1% | +35.9% | +8.4% |
| 3M | +37.0% | -17.6% | +54.6% | +37.3% |
| 6M | +20.1% | -54.4% | +74.6% | +25.1% |
| YTD | +20.4% | -55.7% | +76.1% | +25.2% |
| 1Y | +7.4% | -71.0% | +78.5% | +14.6% |
| 3Y | -26.1% | -92.6% | +66.5% | -16.9% |
| 5Y | -38.5% | -97.6% | +59.1% | -27.8% |
| All | -45.6% | -95.4% | +49.8% | -28.1% |
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