+58.5%
MAS vs LCID
-96.8%
+155.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.3% | -2.8% |
| 7D | +2.0% | +8.9% | -7.0% | +1.2% |
| 30D | +19.4% | -15.4% | +34.8% | +20.7% |
| 3M | +9.4% | -52.9% | +62.3% | +15.6% |
| 6M | +15.3% | -46.8% | +62.2% | +19.1% |
| YTD | +31.3% | -68.9% | +100.2% | +40.7% |
| 1Y | +34.9% | -81.7% | +116.5% | +50.7% |
| 3Y | +58.6% | -92.4% | +151.0% | +82.5% |
| 5Y | +40.7% | -99.2% | +139.9% | +76.8% |
| All | +58.5% | -96.8% | +155.3% | +76.3% |
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