+157.3%
MMM vs LCID
-92.2%
+249.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.2% | +7.8% | -0.8% |
| 7D | -0.8% | -10.2% | +9.4% | -0.2% |
| 30D | +11.7% | -10.2% | +21.9% | +12.2% |
| 3M | +1.0% | -54.1% | +55.1% | +5.3% |
| 6M | +26.0% | -53.8% | +79.8% | +30.1% |
| YTD | +16.3% | -72.0% | +88.4% | +23.5% |
| 1Y | +9.6% | -80.5% | +90.2% | +18.7% |
| 3Y | +157.3% | -92.6% | +249.9% | +198.4% |
| All | +157.3% | -92.2% | +249.5% | +198.4% |
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