+103.7%
MA vs LCID
-96.3%
+200.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.3% | +0.3% |
| 7D | +1.8% | +24.8% | -23.0% | +0.9% |
| 30D | +11.8% | -0.5% | +12.4% | +11.7% |
| 3M | +17.2% | -43.0% | +60.1% | +19.2% |
| 6M | +33.4% | -40.5% | +73.9% | +34.7% |
| YTD | +16.1% | -64.3% | +80.5% | +19.3% |
| 1Y | +19.9% | -78.1% | +98.0% | +25.5% |
| 3Y | +70.1% | -90.1% | +160.2% | +79.3% |
| 5Y | +89.6% | -99.1% | +188.7% | +112.8% |
| All | +103.7% | -96.3% | +200.0% | +143.3% |
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