+65.1%
MCHP vs LCID
-95.9%
+161.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | 0.0% | -9.8% | +9.9% | +1.4% |
| 30D | -6.0% | -35.5% | +29.4% | -0.3% |
| 3M | -19.7% | -18.4% | -1.3% | -19.5% |
| 6M | +14.0% | -60.5% | +74.5% | +26.0% |
| YTD | +18.4% | -60.1% | +78.5% | +29.5% |
| 1Y | +17.1% | -78.8% | +95.9% | +40.4% |
| 3Y | +0.7% | -92.8% | +93.5% | +31.3% |
| 5Y | +5.1% | -97.9% | +103.0% | +53.5% |
| All | +65.1% | -95.9% | +161.0% | +146.6% |
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