+52.7%
MDB vs LCID
-96.5%
+149.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | +2.7% |
| 7D | -0.9% | +20.0% | -20.9% | -4.8% |
| 30D | -15.2% | -5.0% | -10.2% | -14.8% |
| 3M | -17.9% | -48.9% | +31.0% | -7.0% |
| 6M | +9.3% | -43.2% | +52.5% | +16.8% |
| YTD | -22.0% | -65.9% | +43.9% | -9.1% |
| 1Y | -9.3% | -79.2% | +69.8% | +17.0% |
| 3Y | -10.4% | -90.4% | +80.0% | +21.0% |
| 5Y | -43.2% | -99.2% | +56.0% | +20.4% |
| All | +52.7% | -96.5% | +149.2% | +187.0% |
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