-96.7%
LCID vs MDY
+109.5%
-206.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.2% | -10.1% | -9.4% |
| 7D | +9.2% | +3.0% | +6.2% | +4.6% |
| 30D | -3.0% | +0.8% | -3.8% | -3.3% |
| 3M | -50.2% | -5.1% | -45.1% | -45.0% |
| 6M | -45.8% | +1.2% | -47.0% | -45.5% |
| YTD | -69.2% | +12.5% | -81.7% | -73.6% |
| 1Y | -80.4% | +13.8% | -94.1% | -83.3% |
| 3Y | -91.4% | +56.4% | -147.9% | -95.5% |
| 5Y | -99.3% | +35.3% | -134.6% | -99.5% |
| All | -96.7% | +109.5% | -206.2% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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