+73.1%
MA vs LCID
-97.6%
+170.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.7% | -6.6% | +3.9% | -2.4% |
| 30D | +1.5% | -30.1% | +31.7% | +3.2% |
| 3M | +20.4% | -17.6% | +38.0% | +20.5% |
| 6M | +11.1% | -54.4% | +65.6% | +14.5% |
| YTD | +2.0% | -55.7% | +57.7% | +4.9% |
| 1Y | -2.2% | -71.0% | +68.9% | +2.8% |
| 3Y | +41.9% | -92.6% | +134.5% | +57.7% |
| All | +73.1% | -97.6% | +170.7% | +113.9% |
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