+67.4%
MAS vs LCID
-96.7%
+164.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.6% | -5.9% | +4.7% |
| 7D | +14.2% | -1.2% | +15.3% | +14.2% |
| 30D | +26.8% | -19.2% | +46.0% | +28.7% |
| 3M | +13.1% | -56.7% | +69.8% | +20.3% |
| 6M | +27.9% | -49.6% | +77.6% | +32.7% |
| YTD | +38.7% | -68.1% | +106.8% | +48.4% |
| 1Y | +40.4% | -79.4% | +119.8% | +55.5% |
| 3Y | +66.1% | -92.7% | +158.8% | +91.9% |
| 5Y | +47.4% | -99.1% | +146.5% | +84.6% |
| All | +67.4% | -96.7% | +164.1% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling