-95.3%
LCID vs MTCH
-59.5%
-35.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.5% |
| 7D | -6.6% | +0.7% | -7.3% | -7.0% |
| 30D | -30.1% | +9.7% | -39.9% | -34.0% |
| 3M | -17.6% | +21.1% | -38.7% | -25.4% |
| 6M | -54.4% | +37.5% | -91.9% | -61.4% |
| YTD | -55.7% | +31.9% | -87.6% | -61.8% |
| 1Y | -71.0% | +14.6% | -85.6% | -73.2% |
| 3Y | -92.6% | -6.2% | -86.5% | -92.8% |
| 5Y | -97.6% | -70.6% | -27.0% | -96.3% |
| All | -95.3% | -59.5% | -35.7% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling