-95.7%
LCID vs MTCH
-59.0%
-36.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.2% |
| 7D | -9.8% | +1.3% | -11.1% | -10.5% |
| 30D | -35.5% | +15.9% | -51.4% | -40.8% |
| 3M | -18.4% | +23.3% | -41.7% | -26.9% |
| 6M | -60.5% | +40.1% | -100.6% | -66.8% |
| YTD | -60.1% | +33.6% | -93.7% | -65.8% |
| 1Y | -78.8% | +14.1% | -92.9% | -80.4% |
| 3Y | -92.8% | +1.4% | -94.2% | -93.2% |
| 5Y | -97.9% | -73.1% | -24.7% | -96.6% |
| All | -95.7% | -59.0% | -36.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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