+35.3%
MAS vs LCID
-97.6%
+132.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -0.8% | -6.6% | +5.8% | -0.1% |
| 30D | -5.6% | -30.1% | +24.6% | -2.2% |
| 3M | +4.4% | -17.6% | +22.1% | +4.6% |
| 6M | +7.2% | -54.4% | +61.6% | +13.8% |
| YTD | +16.1% | -55.7% | +71.8% | +23.0% |
| 1Y | +0.1% | -71.0% | +71.1% | +10.5% |
| 3Y | +28.3% | -92.6% | +120.9% | +56.2% |
| All | +35.3% | -97.6% | +132.9% | +78.1% |
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