+138.9%
MLM vs LCID
-96.8%
+235.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -2.5% |
| 7D | -4.1% | +8.9% | -13.1% | -4.7% |
| 30D | +8.2% | -15.4% | +23.6% | +9.0% |
| 3M | -3.6% | -52.9% | +49.3% | +0.4% |
| 6M | -15.6% | -46.8% | +31.3% | -13.5% |
| YTD | -16.4% | -68.9% | +52.4% | -11.9% |
| 1Y | -14.3% | -81.7% | +67.3% | -7.0% |
| 3Y | +19.3% | -92.4% | +111.7% | +32.0% |
| 5Y | +29.6% | -99.2% | +128.8% | +53.9% |
| All | +138.9% | -96.8% | +235.7% | +199.3% |
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