+156.4%
MAR vs LCID
-97.7%
+254.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | -6.9% | -34.2% | +27.3% | -4.2% |
| 3M | -15.8% | -9.1% | -6.7% | -16.6% |
| 6M | +1.9% | -52.6% | +54.6% | +5.9% |
| YTD | +6.6% | -56.2% | +62.8% | +11.0% |
| 1Y | +23.7% | -74.9% | +98.6% | +34.0% |
| 3Y | +64.6% | -92.1% | +156.7% | +88.5% |
| 5Y | +156.4% | -97.6% | +253.9% | +238.6% |
| All | +156.4% | -97.7% | +254.0% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling