-5.9%
MDB vs LCID
-93.0%
+87.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.4% |
| 7D | -11.4% | +8.9% | -20.3% | -12.4% |
| 30D | -13.8% | -15.4% | +1.6% | -12.3% |
| 3M | -15.5% | -52.9% | +37.4% | -7.9% |
| 6M | +17.9% | -46.8% | +64.8% | +24.1% |
| YTD | -25.5% | -68.9% | +43.4% | -16.6% |
| 1Y | -12.1% | -81.7% | +69.6% | +5.6% |
| 3Y | -5.9% | -92.4% | +86.5% | +17.5% |
| All | -5.9% | -93.0% | +87.1% | +17.5% |
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