+143.3%
MLM vs LCID
-97.1%
+240.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.6% | +6.4% | -4.5% |
| 7D | -1.2% | -6.9% | +5.6% | -0.8% |
| 30D | +7.9% | -28.4% | +36.3% | +9.9% |
| 3M | -4.5% | -55.5% | +51.1% | -0.1% |
| 6M | -12.6% | -52.3% | +39.7% | -9.9% |
| YTD | -14.9% | -71.8% | +56.9% | -9.7% |
| 1Y | -13.1% | -82.7% | +69.6% | -5.3% |
| 3Y | +21.2% | -93.5% | +114.8% | +35.5% |
| 5Y | +32.0% | -99.3% | +131.3% | +57.8% |
| All | +143.3% | -97.1% | +240.4% | +206.8% |
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