+246.2%
MAR vs LCID
-95.8%
+342.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +1.3% |
| 7D | -0.5% | -9.3% | +8.9% | 0.0% |
| 30D | -4.7% | -35.4% | +30.7% | -2.4% |
| 3M | -15.6% | -17.1% | +1.5% | -15.7% |
| 6M | +1.2% | -58.9% | +60.2% | +5.1% |
| YTD | +7.5% | -59.6% | +67.1% | +11.4% |
| 1Y | +26.6% | -78.0% | +104.6% | +35.5% |
| 3Y | +66.0% | -92.7% | +158.6% | +83.8% |
| 5Y | +154.1% | -97.8% | +251.9% | +196.0% |
| All | +246.2% | -95.8% | +342.1% | +349.8% |
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