+45.3%
MMM vs LCID
-99.2%
+144.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -2.2% |
| 7D | +6.2% | +8.9% | -2.7% | +5.5% |
| 30D | +14.2% | -15.4% | +29.6% | +15.3% |
| 3M | +2.9% | -52.9% | +55.8% | +8.2% |
| 6M | +27.6% | -46.8% | +74.4% | +31.3% |
| YTD | +17.3% | -68.9% | +86.2% | +25.0% |
| 1Y | +15.1% | -81.7% | +96.8% | +27.4% |
| 3Y | +157.1% | -92.4% | +249.5% | +192.6% |
| All | +45.3% | -99.2% | +144.6% | +83.4% |
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 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