-92.7%
LCID vs MDY
+48.7%
-141.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.7% | -6.0% |
| 7D | -9.3% | -0.8% | -8.6% | -8.1% |
| 30D | -35.4% | -3.9% | -31.5% | -30.8% |
| 3M | -17.1% | 0.0% | -17.0% | -16.2% |
| 6M | -58.9% | +8.5% | -67.5% | -63.7% |
| YTD | -59.6% | +13.2% | -72.8% | -66.3% |
| 1Y | -78.0% | +15.0% | -93.0% | -81.9% |
| All | -92.7% | +48.7% | -141.4% | -96.2% |
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