+18.4%
MLM vs LCID
-90.0%
+108.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.8% |
| 7D | -2.9% | +24.8% | -27.7% | -4.2% |
| 30D | +10.4% | -0.5% | +11.0% | +10.2% |
| 3M | -3.7% | -43.0% | +39.2% | -1.1% |
| 6M | -10.3% | -40.5% | +30.3% | -8.8% |
| YTD | -14.8% | -64.3% | +49.5% | -10.9% |
| 1Y | -13.9% | -78.1% | +64.2% | -7.8% |
| 3Y | +18.4% | -90.1% | +108.5% | +30.1% |
| All | +18.4% | -90.0% | +108.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling