+14.9%
MAGS vs LCID
-71.9%
+86.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +0.5% | -6.6% | +7.1% | +1.0% |
| 30D | +1.5% | -30.1% | +31.6% | +4.1% |
| 3M | +0.5% | -17.6% | +18.1% | +0.4% |
| 6M | +11.6% | -54.4% | +66.0% | +16.9% |
| YTD | +5.3% | -55.7% | +61.0% | +10.1% |
| 1Y | +14.9% | -71.0% | +85.9% | +25.4% |
| All | +14.9% | -71.9% | +86.8% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling