-95.7%
LCID vs MTB
+182.4%
-278.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.7% |
| 7D | -9.3% | +1.1% | -10.4% | -9.8% |
| 30D | -35.4% | -4.6% | -30.8% | -34.0% |
| 3M | -17.1% | +6.3% | -23.3% | -19.1% |
| 6M | -58.9% | +15.6% | -74.5% | -61.5% |
| YTD | -59.6% | +20.6% | -80.2% | -62.7% |
| 1Y | -78.0% | +22.5% | -100.5% | -79.8% |
| 3Y | -92.7% | +114.4% | -207.1% | -94.7% |
| 5Y | -97.8% | +101.9% | -199.7% | -98.3% |
| All | -95.7% | +182.4% | -278.0% | -96.7% |
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