-92.6%
LCID vs MDY
+56.8%
-149.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.0% |
| 7D | -10.2% | +2.3% | -12.4% | -13.2% |
| 30D | -10.2% | +2.0% | -12.2% | -12.2% |
| 3M | -54.1% | -5.6% | -48.5% | -48.7% |
| 6M | -53.8% | +1.3% | -55.0% | -53.5% |
| YTD | -72.0% | +12.3% | -84.4% | -76.0% |
| 1Y | -80.5% | +15.8% | -96.3% | -83.9% |
| 3Y | -92.6% | +56.5% | -149.1% | -96.1% |
| All | -92.6% | +56.8% | -149.4% | -96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling