-95.3%
LCID vs MDY
+114.6%
-209.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -30.1% | -1.5% | -28.7% | -28.3% |
| 3M | -17.6% | +0.8% | -18.4% | -17.7% |
| 6M | -54.4% | +7.4% | -61.9% | -58.9% |
| YTD | -55.7% | +15.2% | -70.9% | -63.9% |
| 1Y | -71.0% | +16.5% | -87.6% | -76.6% |
| 3Y | -92.6% | +46.8% | -139.4% | -95.7% |
| 5Y | -97.6% | +46.0% | -143.6% | -98.5% |
| All | -95.3% | +114.6% | -209.9% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling