+104.4%
MA vs LCID
-97.1%
+201.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.2% | +10.5% | +1.7% |
| 7D | +1.3% | -10.2% | +11.5% | +1.6% |
| 30D | +9.6% | -10.2% | +19.8% | +9.8% |
| 3M | +16.8% | -54.1% | +70.9% | +19.8% |
| 6M | +35.2% | -53.8% | +88.9% | +37.8% |
| YTD | +16.6% | -72.0% | +88.6% | +20.7% |
| 1Y | +19.8% | -80.5% | +100.3% | +25.8% |
| 3Y | +70.7% | -92.6% | +163.3% | +81.9% |
| 5Y | +87.4% | -99.3% | +186.7% | +112.0% |
| All | +104.4% | -97.1% | +201.5% | +146.2% |
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