+110.7%
MCK vs LCID
-92.9%
+203.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.9% | -9.8% | +6.9% | -3.2% |
| 30D | +0.4% | -35.5% | +35.9% | -1.0% |
| 3M | +12.1% | -18.4% | +30.5% | +12.0% |
| 6M | -5.4% | -60.5% | +55.0% | -7.7% |
| YTD | +7.8% | -60.1% | +67.9% | +5.5% |
| 1Y | +22.9% | -78.8% | +101.7% | +17.9% |
| 3Y | +110.7% | -92.8% | +203.5% | +93.8% |
| All | +110.7% | -92.9% | +203.6% | +93.8% |
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