+40.1%
MAS vs LCID
-95.4%
+135.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | -0.8% | -6.6% | +5.8% | -0.2% |
| 30D | -5.6% | -30.1% | +24.6% | -2.9% |
| 3M | +4.4% | -17.6% | +22.1% | +4.6% |
| 6M | +7.2% | -54.4% | +61.6% | +12.3% |
| YTD | +16.1% | -55.7% | +71.8% | +21.4% |
| 1Y | +0.1% | -71.0% | +71.1% | +8.0% |
| 3Y | +28.3% | -92.6% | +120.9% | +48.0% |
| 5Y | +30.5% | -97.6% | +128.1% | +58.1% |
| All | +40.1% | -95.4% | +135.6% | +52.1% |
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 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