+57.4%
MAR vs LCID
-79.4%
+136.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.6% | -9.6% | +1.6% |
| 7D | +7.7% | -1.2% | +8.9% | +7.7% |
| 30D | +19.4% | -19.2% | +38.6% | +20.1% |
| 3M | +23.3% | -56.7% | +80.0% | +26.8% |
| 6M | +22.8% | -49.6% | +72.5% | +24.2% |
| YTD | +37.8% | -68.1% | +105.9% | +44.9% |
| 1Y | +57.4% | -79.4% | +136.8% | +76.0% |
| All | +57.4% | -79.4% | +136.7% | +76.0% |
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