+219.1%
GRMN vs LCID
-95.9%
+315.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.8% | -9.1% | +7.3% | -1.2% |
| 30D | -12.1% | -37.6% | +25.5% | -9.2% |
| 3M | +18.0% | -11.1% | +29.1% | +17.8% |
| 6M | +13.7% | -59.2% | +72.9% | +19.4% |
| YTD | +35.3% | -60.5% | +95.8% | +41.9% |
| 1Y | +17.2% | -78.5% | +95.7% | +27.7% |
| 3Y | +179.6% | -92.8% | +272.5% | +215.4% |
| 5Y | +75.6% | -97.9% | +173.5% | +109.5% |
| All | +219.1% | -95.9% | +315.1% | +308.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling