+135.3%
MNST vs LCID
-97.1%
+232.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.2% | +11.2% | +2.2% |
| 7D | +1.6% | -10.2% | +11.8% | +1.9% |
| 30D | +5.1% | -10.2% | +15.2% | +5.2% |
| 3M | -0.5% | -54.1% | +53.6% | +1.7% |
| 6M | +8.1% | -53.8% | +61.9% | +9.9% |
| YTD | +21.2% | -72.0% | +93.2% | +24.8% |
| 1Y | +30.7% | -80.5% | +111.2% | +36.2% |
| 3Y | +67.3% | -92.6% | +159.9% | +76.6% |
| 5Y | +101.9% | -99.3% | +201.2% | +129.5% |
| All | +135.3% | -97.1% | +232.4% | +185.3% |
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 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