+47.3%
MCD vs LCID
-96.3%
+143.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.5% | +0.2% |
| 7D | +7.3% | +24.8% | -17.6% | +6.9% |
| 30D | +20.0% | -0.5% | +20.5% | +19.8% |
| 3M | +3.8% | -43.0% | +46.8% | +4.4% |
| 6M | +3.8% | -40.5% | +44.3% | +4.0% |
| YTD | -5.9% | -64.3% | +58.5% | -5.0% |
| 1Y | -3.2% | -78.1% | +74.8% | -1.6% |
| 3Y | +13.3% | -90.1% | +103.4% | +15.5% |
| 5Y | +25.2% | -99.1% | +124.3% | +30.1% |
| All | +47.3% | -96.3% | +143.6% | +52.9% |
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 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