+190.0%
MAGS vs LCID
-94.3%
+284.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | +1.2% | +1.8% | -0.5% | +1.1% |
| 30D | -0.1% | -34.2% | +34.1% | +3.2% |
| 3M | +3.8% | -9.1% | +12.9% | +3.1% |
| 6M | +13.2% | -52.6% | +65.9% | +18.3% |
| YTD | +4.7% | -56.2% | +60.9% | +9.7% |
| 1Y | +14.4% | -74.9% | +89.3% | +25.0% |
| 3Y | +128.6% | -92.1% | +220.6% | +163.1% |
| All | +190.0% | -94.3% | +284.2% | +248.2% |
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