-90.4%
LCID vs MTB
+103.9%
-194.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +7.8% |
| 7D | +20.0% | -0.8% | +20.8% | +21.0% |
| 30D | -5.0% | +2.4% | -7.4% | -6.2% |
| 3M | -48.9% | -10.5% | -38.4% | -44.8% |
| 6M | -43.2% | +6.4% | -49.6% | -45.1% |
| YTD | -65.9% | +12.8% | -78.8% | -68.2% |
| 1Y | -79.2% | +23.3% | -102.4% | -81.5% |
| 3Y | -90.4% | +108.2% | -198.7% | -94.4% |
| All | -90.4% | +103.9% | -194.3% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling