+61.6%
MAS vs LCID
-97.1%
+158.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.6% | +8.1% | -2.5% |
| 7D | +4.6% | -6.9% | +11.4% | +5.1% |
| 30D | +19.9% | -28.4% | +48.2% | +22.8% |
| 3M | +8.9% | -55.5% | +64.4% | +15.7% |
| 6M | +20.2% | -52.3% | +72.5% | +25.2% |
| YTD | +33.9% | -71.8% | +105.7% | +44.7% |
| 1Y | +34.7% | -82.7% | +117.4% | +51.3% |
| 3Y | +60.4% | -93.5% | +153.9% | +87.1% |
| 5Y | +43.5% | -99.3% | +142.7% | +81.8% |
| All | +61.6% | -97.1% | +158.7% | +81.3% |
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