+63.6%
MMM vs LCID
-96.5%
+160.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.4% |
| 7D | +5.8% | +20.0% | -14.2% | +4.7% |
| 30D | +17.9% | -5.0% | +22.9% | +18.0% |
| 3M | +3.6% | -48.9% | +52.4% | +6.6% |
| 6M | +32.9% | -43.2% | +76.1% | +35.0% |
| YTD | +19.5% | -65.9% | +85.4% | +24.0% |
| 1Y | +16.5% | -79.2% | +95.7% | +23.6% |
| 3Y | +167.2% | -90.4% | +257.6% | +186.6% |
| 5Y | +48.2% | -99.2% | +147.4% | +64.6% |
| All | +63.6% | -96.5% | +160.1% | +94.2% |
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 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