-78.0%
LCID vs MTB
+22.9%
-100.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.6% |
| 7D | -9.3% | +1.1% | -10.4% | -10.3% |
| 30D | -35.4% | -4.6% | -30.8% | -32.4% |
| 3M | -17.1% | +6.3% | -23.3% | -20.9% |
| 6M | -58.9% | +15.6% | -74.5% | -64.0% |
| YTD | -59.6% | +20.6% | -80.2% | -66.5% |
| 1Y | -78.0% | +22.5% | -100.5% | -82.8% |
| All | -78.0% | +22.9% | -100.9% | -82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling