+122.8%
MAGS vs LCID
-90.3%
+213.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.7% |
| 7D | -2.0% | +8.9% | -10.9% | -2.8% |
| 30D | -6.9% | +6.8% | -13.7% | -7.6% |
| 3M | +0.7% | -45.2% | +45.9% | +5.1% |
| 6M | -0.8% | -39.1% | +38.3% | +1.3% |
| YTD | +4.4% | -65.3% | +69.7% | +10.9% |
| 1Y | +3.9% | -78.4% | +82.3% | +14.4% |
| All | +122.8% | -90.3% | +213.1% | +149.4% |
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 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