+101.8%
MA vs LCID
-96.8%
+198.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -0.9% |
| 7D | +2.3% | +8.9% | -6.6% | +1.9% |
| 30D | +14.7% | -15.4% | +30.1% | +15.2% |
| 3M | +13.5% | -52.9% | +66.4% | +16.3% |
| 6M | +33.1% | -46.8% | +80.0% | +35.0% |
| YTD | +15.1% | -68.9% | +83.9% | +18.8% |
| 1Y | +18.7% | -81.7% | +100.4% | +25.1% |
| 3Y | +72.1% | -92.4% | +164.5% | +83.5% |
| 5Y | +92.8% | -99.2% | +192.0% | +117.4% |
| All | +101.8% | -96.8% | +198.6% | +142.3% |
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