+348.2%
MAR vs LCID
-96.4%
+444.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.0% | +8.9% | -7.9% | +0.5% |
| 30D | +16.2% | +6.8% | +9.4% | +15.5% |
| 3M | +23.1% | -45.2% | +68.3% | +26.7% |
| 6M | +22.0% | -39.1% | +61.1% | +23.4% |
| YTD | +39.2% | -65.3% | +104.4% | +44.9% |
| 1Y | +48.3% | -78.4% | +126.7% | +58.5% |
| 3Y | +123.4% | -90.3% | +213.7% | +142.5% |
| 5Y | +185.4% | -99.2% | +284.6% | +235.5% |
| All | +348.2% | -96.4% | +444.6% | +485.3% |
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