-43.2%
MKC vs LCID
-96.4%
+53.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.5% |
| 7D | -7.0% | +8.9% | -15.9% | -7.1% |
| 30D | +4.1% | +6.8% | -2.8% | +4.0% |
| 3M | -10.3% | -45.2% | +34.9% | -10.1% |
| 6M | +1.7% | -39.1% | +40.8% | +1.8% |
| YTD | -29.1% | -65.3% | +36.2% | -28.8% |
| 1Y | -26.0% | -78.4% | +52.4% | -25.4% |
| 3Y | -21.5% | -90.3% | +68.9% | -20.7% |
| 5Y | -35.0% | -99.2% | +64.1% | -34.7% |
| All | -43.2% | -96.4% | +53.2% | -41.2% |
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