-34.2%
MKC vs LCID
-97.7%
+63.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.3% |
| 7D | -4.3% | +1.8% | -6.1% | -4.4% |
| 30D | -2.0% | -34.2% | +32.2% | -1.7% |
| 3M | +10.0% | -9.1% | +19.1% | +9.9% |
| 6M | -18.5% | -52.6% | +34.1% | -18.1% |
| YTD | -22.4% | -56.2% | +33.8% | -22.0% |
| 1Y | -23.6% | -74.9% | +51.3% | -22.6% |
| 3Y | -30.4% | -92.1% | +61.6% | -29.1% |
| 5Y | -34.2% | -97.6% | +63.4% | -36.2% |
| All | -34.2% | -97.7% | +63.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling