+183.2%
GRMN vs LCID
-92.3%
+275.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | -11.3% | -34.2% | +22.9% | -8.6% |
| 3M | +17.7% | -9.1% | +26.8% | +17.5% |
| 6M | +14.2% | -52.6% | +66.8% | +19.1% |
| YTD | +37.0% | -56.2% | +93.2% | +43.3% |
| 1Y | +17.0% | -74.9% | +91.9% | +26.7% |
| 3Y | +183.2% | -92.1% | +275.3% | +217.4% |
| All | +183.2% | -92.3% | +275.5% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling