+120.7%
MAR vs LCID
-90.9%
+211.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.3% | -0.3% |
| 7D | +0.2% | +20.0% | -19.8% | -0.7% |
| 30D | +14.0% | -5.0% | +19.0% | +14.0% |
| 3M | +18.1% | -48.9% | +67.0% | +21.4% |
| 6M | +18.6% | -43.2% | +61.8% | +19.9% |
| YTD | +35.3% | -65.9% | +101.2% | +40.2% |
| 1Y | +44.5% | -79.2% | +123.6% | +53.4% |
| 3Y | +120.7% | -90.4% | +211.1% | +137.0% |
| All | +120.7% | -90.9% | +211.6% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling