+72.1%
MA vs LCID
-93.0%
+165.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -0.7% |
| 7D | +2.3% | +8.9% | -6.6% | +2.1% |
| 30D | +14.7% | -15.4% | +30.1% | +14.9% |
| 3M | +13.5% | -52.9% | +66.4% | +14.7% |
| 6M | +33.1% | -46.8% | +80.0% | +34.0% |
| YTD | +15.1% | -68.9% | +83.9% | +17.0% |
| 1Y | +18.7% | -81.7% | +100.4% | +21.9% |
| 3Y | +72.1% | -92.4% | +164.5% | +76.1% |
| All | +72.1% | -93.0% | +165.1% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling