-95.3%
LCID vs MKTX
-60.8%
-34.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | -34.2% | +1.0% | -35.2% | -34.4% |
| 3M | -9.1% | +41.3% | -50.4% | -19.6% |
| 6M | -52.6% | -11.3% | -41.3% | -51.2% |
| YTD | -56.2% | -8.6% | -47.6% | -55.5% |
| 1Y | -74.9% | -11.1% | -63.8% | -74.3% |
| 3Y | -92.1% | -24.5% | -67.6% | -91.7% |
| 5Y | -97.6% | -61.4% | -36.1% | -97.1% |
| All | -95.3% | -60.8% | -34.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKTX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling