+213.9%
MET vs LCID
-97.1%
+311.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.2% |
| 7D | +4.5% | -10.2% | +14.6% | +4.9% |
| 30D | +3.5% | -10.2% | +13.7% | +3.9% |
| 3M | +5.9% | -54.1% | +60.1% | +9.6% |
| 6M | +33.1% | -53.8% | +86.8% | +36.5% |
| YTD | +33.6% | -72.0% | +105.6% | +40.0% |
| 1Y | +32.7% | -80.5% | +113.2% | +41.5% |
| 3Y | +85.0% | -92.6% | +177.6% | +101.3% |
| 5Y | +85.6% | -99.3% | +184.9% | +113.0% |
| All | +213.9% | -97.1% | +311.0% | +262.7% |
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