+23.6%
MGY vs LCID
-92.2%
+115.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.2% | +10.8% | +1.9% |
| 7D | +4.5% | -10.2% | +14.7% | +4.8% |
| 30D | -0.4% | -10.2% | +9.8% | -0.3% |
| 3M | -4.3% | -54.1% | +49.8% | -1.1% |
| 6M | -12.9% | -53.8% | +40.9% | -10.8% |
| YTD | +15.2% | -72.0% | +87.2% | +22.0% |
| 1Y | +10.3% | -80.5% | +90.9% | +20.1% |
| 3Y | +23.6% | -92.6% | +116.2% | +43.2% |
| All | +23.6% | -92.2% | +115.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling