-21.0%
MDLN vs LCID
-63.9%
+42.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.7% |
| 7D | -11.5% | -9.1% | -2.3% | -10.6% |
| 30D | -7.6% | -37.6% | +30.0% | -3.4% |
| 3M | -11.4% | -11.1% | -0.3% | -9.4% |
| 6M | -24.5% | -59.2% | +34.7% | -21.5% |
| YTD | -22.9% | -60.5% | +37.6% | -19.6% |
| All | -21.0% | -63.9% | +42.9% | -18.0% |
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