-95.7%
LCID vs MKTX
-60.9%
-34.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -35.5% | +0.7% | -36.2% | -35.6% |
| 3M | -18.4% | +40.8% | -59.2% | -27.7% |
| 6M | -60.5% | -8.0% | -52.5% | -59.8% |
| YTD | -60.1% | -8.7% | -51.3% | -59.4% |
| 1Y | -78.8% | -11.8% | -67.0% | -78.3% |
| 3Y | -92.8% | -24.0% | -68.7% | -92.5% |
| 5Y | -97.9% | -60.3% | -37.6% | -97.5% |
| All | -95.7% | -60.9% | -34.9% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling