+45.9%
MDB vs LCID
-96.8%
+142.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +0.6% |
| 7D | -11.4% | +8.9% | -20.3% | -13.1% |
| 30D | -13.8% | -15.4% | +1.6% | -11.4% |
| 3M | -15.5% | -52.9% | +37.4% | -2.6% |
| 6M | +17.9% | -46.8% | +64.8% | +27.6% |
| YTD | -25.5% | -68.9% | +43.4% | -11.5% |
| 1Y | -12.1% | -81.7% | +69.6% | +16.5% |
| 3Y | -5.9% | -92.4% | +86.5% | +33.9% |
| 5Y | -43.7% | -99.2% | +55.5% | +20.8% |
| All | +45.9% | -96.8% | +142.7% | +179.4% |
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