+129.6%
MNST vs LCID
-96.3%
+225.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.8% |
| 7D | -3.9% | +24.8% | -28.7% | -4.6% |
| 30D | +3.9% | -0.5% | +4.4% | +3.8% |
| 3M | -0.8% | -43.0% | +42.1% | +0.7% |
| 6M | +5.1% | -40.5% | +45.6% | +6.0% |
| YTD | +18.3% | -64.3% | +82.6% | +21.0% |
| 1Y | +29.5% | -78.1% | +107.5% | +34.6% |
| 3Y | +64.0% | -90.1% | +154.1% | +71.6% |
| 5Y | +97.2% | -99.1% | +196.2% | +122.1% |
| All | +129.6% | -96.3% | +225.9% | +176.5% |
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