+219.1%
GRMN vs LCID
-95.8%
+315.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | -0.7% |
| 7D | -1.4% | -9.3% | +7.9% | -0.7% |
| 30D | -13.1% | -35.4% | +22.3% | -10.5% |
| 3M | +14.9% | -17.1% | +32.0% | +15.3% |
| 6M | +13.1% | -58.9% | +72.1% | +18.7% |
| YTD | +35.3% | -59.6% | +94.9% | +41.6% |
| 1Y | +16.0% | -78.0% | +94.0% | +26.1% |
| 3Y | +179.6% | -92.7% | +272.3% | +214.9% |
| 5Y | +75.0% | -97.8% | +172.9% | +108.6% |
| All | +219.1% | -95.8% | +315.0% | +307.6% |
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