-92.8%
LCID vs MTCH
-2.2%
-90.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -9.1% | -1.4% | -7.7% | -8.5% |
| 30D | -37.6% | +13.6% | -51.3% | -42.1% |
| 3M | -11.1% | +22.4% | -33.5% | -19.6% |
| 6M | -59.2% | +37.2% | -96.4% | -64.9% |
| YTD | -60.5% | +31.8% | -92.2% | -65.5% |
| 1Y | -78.5% | +12.9% | -91.4% | -80.0% |
| All | -92.8% | -2.2% | -90.6% | -93.4% |
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