+37.2%
MCHP vs LCID
-97.1%
+134.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | +0.6% |
| 7D | +5.7% | -10.2% | +15.9% | +7.0% |
| 30D | -13.4% | -10.2% | -3.2% | -12.8% |
| 3M | -20.1% | -54.1% | +34.0% | -11.9% |
| 6M | -35.5% | -53.8% | +18.2% | -30.7% |
| YTD | -1.6% | -72.0% | +70.5% | +12.1% |
| 1Y | +15.5% | -80.5% | +96.0% | +38.7% |
| 3Y | -13.2% | -92.6% | +79.4% | +12.3% |
| 5Y | -17.5% | -99.3% | +81.9% | +33.2% |
| All | +37.2% | -97.1% | +134.3% | +113.6% |
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