-97.0%
LCID vs MTB
+162.3%
-259.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.5% |
| 7D | -10.2% | +1.5% | -11.7% | -10.8% |
| 30D | -10.2% | +2.3% | -12.5% | -10.9% |
| 3M | -54.1% | -12.1% | -42.0% | -51.2% |
| 6M | -53.8% | +9.8% | -63.6% | -55.5% |
| YTD | -72.0% | +12.0% | -84.0% | -73.3% |
| 1Y | -80.5% | +22.0% | -102.6% | -82.0% |
| 3Y | -92.6% | +107.6% | -200.2% | -94.5% |
| 5Y | -99.3% | +61.9% | -161.2% | -99.5% |
| All | -97.0% | +162.3% | -259.4% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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