+92.3%
MA vs LCID
-99.2%
+191.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -1.0% |
| 7D | +2.3% | +8.9% | -6.6% | +1.8% |
| 30D | +14.7% | -15.4% | +30.1% | +15.4% |
| 3M | +13.5% | -52.9% | +66.4% | +17.5% |
| 6M | +33.1% | -46.8% | +80.0% | +35.8% |
| YTD | +15.1% | -68.9% | +83.9% | +20.4% |
| 1Y | +18.7% | -81.7% | +100.4% | +28.1% |
| 3Y | +72.1% | -92.4% | +164.5% | +89.3% |
| All | +92.3% | -99.2% | +191.6% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling