+102.8%
MA vs LCID
-96.5%
+199.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.1% |
| 7D | -0.3% | +20.0% | -20.3% | -1.1% |
| 30D | +11.3% | -5.0% | +16.3% | +11.3% |
| 3M | +16.7% | -48.9% | +65.5% | +19.2% |
| 6M | +32.8% | -43.2% | +76.0% | +34.3% |
| YTD | +15.6% | -65.9% | +81.6% | +18.9% |
| 1Y | +19.6% | -79.2% | +98.7% | +25.4% |
| 3Y | +72.1% | -90.4% | +162.5% | +81.6% |
| 5Y | +96.0% | -99.2% | +195.2% | +120.3% |
| All | +102.8% | -96.5% | +199.2% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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