+37.4%
MDLZ vs LCID
-96.8%
+134.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.4% |
| 7D | +1.7% | +8.9% | -7.3% | +1.5% |
| 30D | +11.2% | -15.4% | +26.6% | +11.4% |
| 3M | +6.1% | -52.9% | +59.0% | +7.4% |
| 6M | +8.6% | -46.8% | +55.4% | +9.3% |
| YTD | +25.8% | -68.9% | +94.7% | +27.8% |
| 1Y | +21.7% | -81.7% | +103.4% | +24.9% |
| 3Y | +5.8% | -92.4% | +98.2% | +9.2% |
| 5Y | +21.4% | -99.2% | +120.6% | +27.0% |
| All | +37.4% | -96.8% | +134.2% | +50.6% |
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