+104.3%
MA vs LCID
-96.4%
+200.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.4% |
| 7D | -1.8% | +8.9% | -10.7% | -2.1% |
| 30D | +11.0% | +6.8% | +4.2% | +10.6% |
| 3M | +17.9% | -45.2% | +63.1% | +20.1% |
| 6M | +33.2% | -39.1% | +72.3% | +34.4% |
| YTD | +16.5% | -65.3% | +81.8% | +19.7% |
| 1Y | +19.1% | -78.4% | +97.5% | +24.7% |
| 3Y | +70.6% | -90.3% | +160.9% | +80.0% |
| 5Y | +92.1% | -99.2% | +191.3% | +115.7% |
| All | +104.3% | -96.4% | +200.7% | +144.2% |
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