-95.3%
LCID vs MKTX
-60.8%
-34.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -6.6% | +0.4% | -7.0% | -6.7% |
| 30D | -30.1% | +1.1% | -31.2% | -30.4% |
| 3M | -17.6% | +36.1% | -53.7% | -26.1% |
| 6M | -54.4% | -12.9% | -41.6% | -52.8% |
| YTD | -55.7% | -8.5% | -47.2% | -55.1% |
| 1Y | -71.0% | -7.5% | -63.5% | -70.7% |
| 3Y | -92.6% | -28.3% | -64.3% | -92.1% |
| 5Y | -97.6% | -63.3% | -34.3% | -97.2% |
| All | -95.3% | -60.8% | -34.5% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling