+190.9%
MET vs LCID
-95.8%
+286.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.6% |
| 7D | -0.8% | -9.3% | +8.6% | -0.3% |
| 30D | -1.4% | -35.4% | +34.0% | +0.7% |
| 3M | +12.5% | -17.1% | +29.6% | +12.6% |
| 6M | +37.1% | -58.9% | +96.0% | +41.8% |
| YTD | +23.8% | -59.6% | +83.4% | +27.9% |
| 1Y | +24.1% | -78.0% | +102.1% | +31.9% |
| 3Y | +65.2% | -92.7% | +157.9% | +80.0% |
| 5Y | +82.3% | -97.8% | +180.1% | +103.6% |
| All | +190.9% | -95.8% | +286.7% | +231.2% |
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