+233.1%
GRMN vs LCID
-97.1%
+330.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | -0.4% |
| 7D | -0.9% | -10.2% | +9.3% | -0.2% |
| 30D | +1.2% | -10.2% | +11.4% | +1.6% |
| 3M | -8.9% | -54.1% | +45.2% | -4.3% |
| 6M | +23.0% | -53.8% | +76.8% | +27.9% |
| YTD | +41.2% | -72.0% | +113.3% | +51.1% |
| 1Y | +47.5% | -80.5% | +128.0% | +61.5% |
| 3Y | +155.8% | -92.6% | +248.3% | +187.6% |
| 5Y | +120.2% | -99.3% | +219.5% | +171.9% |
| All | +233.1% | -97.1% | +330.2% | +334.9% |
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