+408.8%
MGY vs LCID
-95.9%
+504.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +3.5% | -9.8% | +13.4% | +4.2% |
| 30D | +5.3% | -35.5% | +40.7% | +8.2% |
| 3M | +2.6% | -18.4% | +21.0% | +2.5% |
| 6M | -3.3% | -60.5% | +57.2% | +1.6% |
| YTD | +29.2% | -60.1% | +89.3% | +35.2% |
| 1Y | +18.0% | -78.8% | +96.8% | +29.2% |
| 3Y | +30.0% | -92.8% | +122.8% | +48.2% |
| 5Y | +92.7% | -97.9% | +190.6% | +132.4% |
| All | +408.8% | -95.9% | +504.7% | +492.8% |
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