-78.8%
LCID vs MKTX
-10.6%
-68.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -35.5% |
| 3M | -18.4% | +40.8% | -59.2% | -23.1% |
| 6M | -60.5% | -8.0% | -52.5% | -61.5% |
| YTD | -60.1% | -8.7% | -51.3% | -60.9% |
| 1Y | -78.8% | -11.8% | -67.0% | -79.2% |
| All | -78.8% | -10.6% | -68.2% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling