+409.6%
MGY vs LCID
-95.8%
+505.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.8% | +9.1% | +1.9% |
| 7D | +1.5% | -9.3% | +10.8% | +2.1% |
| 30D | +6.8% | -35.4% | +42.2% | +9.8% |
| 3M | +2.6% | -17.1% | +19.7% | +2.3% |
| 6M | -3.1% | -58.9% | +55.8% | +1.5% |
| YTD | +29.4% | -59.6% | +89.0% | +35.3% |
| 1Y | +22.3% | -78.0% | +100.3% | +33.5% |
| 3Y | +26.6% | -92.7% | +119.2% | +44.1% |
| 5Y | +92.1% | -97.8% | +190.0% | +131.6% |
| All | +409.6% | -95.8% | +505.4% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling