+54.9%
MDB vs LCID
-96.3%
+151.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.5% |
| 7D | -1.0% | +24.8% | -25.8% | -5.6% |
| 30D | -14.0% | -0.5% | -13.5% | -14.4% |
| 3M | -20.3% | -43.0% | +22.6% | -11.6% |
| 6M | +10.9% | -40.5% | +51.4% | +17.3% |
| YTD | -20.9% | -64.3% | +43.4% | -8.7% |
| 1Y | -11.2% | -78.1% | +66.8% | +13.4% |
| 3Y | -11.9% | -90.1% | +78.2% | +18.1% |
| 5Y | -40.2% | -99.1% | +58.9% | +24.5% |
| All | +54.9% | -96.3% | +151.2% | +188.3% |
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