+347.2%
MAR vs LCID
-96.3%
+443.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.1% | +2.4% |
| 7D | +2.9% | +24.8% | -22.0% | +1.5% |
| 30D | +17.0% | -0.5% | +17.6% | +16.8% |
| 3M | +23.2% | -43.0% | +66.1% | +26.5% |
| 6M | +21.7% | -40.5% | +62.3% | +23.4% |
| YTD | +38.9% | -64.3% | +103.2% | +44.4% |
| 1Y | +48.7% | -78.1% | +126.7% | +58.8% |
| 3Y | +122.9% | -90.1% | +213.0% | +141.7% |
| 5Y | +177.5% | -99.1% | +276.6% | +225.5% |
| All | +347.2% | -96.3% | +443.6% | +483.2% |
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 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