+60.6%
MMM vs LCID
-96.8%
+157.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.9% |
| 7D | +6.2% | +8.9% | -2.7% | +5.7% |
| 30D | +14.2% | -15.4% | +29.6% | +14.9% |
| 3M | +2.9% | -52.9% | +55.8% | +6.4% |
| 6M | +27.6% | -46.8% | +74.4% | +30.0% |
| YTD | +17.3% | -68.9% | +86.2% | +22.3% |
| 1Y | +15.1% | -81.7% | +96.8% | +22.8% |
| 3Y | +157.1% | -92.4% | +249.5% | +178.7% |
| 5Y | +45.1% | -99.2% | +144.3% | +62.0% |
| All | +60.6% | -96.8% | +157.4% | +91.5% |
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