-92.6%
LCID vs MTCH
+47.1%
-139.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.9% | -9.0% |
| 7D | -10.2% | +6.7% | -16.8% | -13.4% |
| 30D | -10.2% | -1.8% | -8.4% | -9.4% |
| 3M | -54.1% | +12.2% | -66.3% | -57.5% |
| 6M | -53.8% | +16.6% | -70.4% | -57.5% |
| YTD | -72.0% | +31.8% | -103.9% | -75.9% |
| 1Y | -80.5% | +30.8% | -111.4% | -83.1% |
| 3Y | -92.6% | +49.6% | -142.2% | -95.0% |
| All | -92.6% | +47.1% | -139.6% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling