-2.8%
MCHP vs LCID
-93.0%
+90.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -2.1% | -9.1% | +7.0% | -0.8% |
| 30D | -11.1% | -37.6% | +26.5% | -5.2% |
| 3M | -18.1% | -11.1% | -7.0% | -19.1% |
| 6M | +10.8% | -59.2% | +70.0% | +23.4% |
| YTD | +14.2% | -60.5% | +74.7% | +26.5% |
| 1Y | +13.5% | -78.5% | +92.0% | +39.9% |
| All | -2.8% | -93.0% | +90.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling