-38.4%
MKC vs LCID
-95.8%
+57.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.8% |
| 7D | -4.3% | -9.3% | +5.0% | -4.3% |
| 30D | -3.1% | -35.4% | +32.3% | -2.9% |
| 3M | +6.8% | -17.1% | +23.9% | +6.8% |
| 6M | -18.3% | -58.9% | +40.6% | -18.0% |
| YTD | -23.1% | -59.6% | +36.6% | -22.8% |
| 1Y | -23.7% | -78.0% | +54.3% | -23.0% |
| 3Y | -31.0% | -92.7% | +61.7% | -30.2% |
| 5Y | -33.5% | -97.8% | +64.3% | -33.0% |
| All | -38.4% | -95.8% | +57.4% | -36.2% |
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