+57.7%
MDB vs LCID
-96.4%
+154.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.4% |
| 7D | +3.0% | +8.9% | -5.9% | +1.1% |
| 30D | -11.3% | +6.8% | -18.2% | -12.9% |
| 3M | -23.0% | -45.2% | +22.2% | -13.9% |
| 6M | +14.8% | -39.1% | +53.9% | +20.8% |
| YTD | -19.4% | -65.3% | +45.8% | -6.5% |
| 1Y | -9.0% | -78.4% | +69.4% | +16.5% |
| 3Y | -10.3% | -90.3% | +80.1% | +21.0% |
| 5Y | -38.4% | -99.2% | +60.8% | +30.3% |
| All | +57.7% | -96.4% | +154.2% | +195.2% |
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 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