+29.4%
MMM vs LCID
-97.6%
+127.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.3% | -6.6% | +3.3% | -2.9% |
| 30D | -7.0% | -30.1% | +23.1% | -4.8% |
| 3M | +10.8% | -17.6% | +28.4% | +10.9% |
| 6M | +5.8% | -54.4% | +60.2% | +10.2% |
| YTD | +6.8% | -55.7% | +62.5% | +11.1% |
| 1Y | +10.4% | -71.0% | +81.4% | +17.9% |
| 3Y | +104.7% | -92.6% | +197.3% | +132.9% |
| All | +29.4% | -97.6% | +127.1% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling