-6.4%
MDB vs LCID
-92.6%
+86.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.3% |
| 7D | -17.4% | -6.6% | -10.9% | -16.8% |
| 30D | -2.0% | -30.1% | +28.1% | +2.0% |
| 3M | -3.0% | -17.6% | +14.6% | -2.9% |
| 6M | +48.7% | -54.4% | +103.1% | +60.2% |
| YTD | -12.1% | -55.7% | +43.6% | -5.5% |
| 1Y | +14.5% | -71.0% | +85.5% | +29.6% |
| All | -6.4% | -92.6% | +86.1% | +22.4% |
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 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