+191.0%
MAGS vs LCID
-94.7%
+285.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.1% | +1.0% |
| 7D | +0.8% | -9.3% | +10.2% | +1.6% |
| 30D | +0.4% | -35.4% | +35.8% | +3.9% |
| 3M | +5.6% | -17.1% | +22.7% | +5.6% |
| 6M | +12.3% | -58.9% | +71.3% | +18.7% |
| YTD | +5.1% | -59.6% | +64.7% | +10.8% |
| 1Y | +14.0% | -78.0% | +91.9% | +25.9% |
| 3Y | +129.4% | -92.7% | +222.1% | +165.7% |
| All | +191.0% | -94.7% | +285.7% | +251.6% |
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