-97.9%
LCID vs MKTX
-60.6%
-37.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -9.1% | -0.2% | -9.0% | -9.1% |
| 30D | -37.6% | +0.8% | -38.4% | -37.8% |
| 3M | -11.1% | +41.1% | -52.2% | -23.0% |
| 6M | -59.2% | -9.5% | -49.6% | -58.0% |
| YTD | -60.5% | -8.7% | -51.8% | -59.6% |
| 1Y | -78.5% | -10.0% | -68.5% | -78.0% |
| 3Y | -92.8% | -24.6% | -68.2% | -92.5% |
| 5Y | -97.9% | -60.3% | -37.6% | -97.1% |
| All | -97.9% | -60.6% | -37.3% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling